scientific article; zbMATH DE number 19249

MaRDI QIDQ3976682zbMATH OpenFDO

Authors Y. Saad

Publication date 26 June 1992

zbMATH Keywords

projection methodsincomplete factorization methodsstationary probability distributions

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(5)

• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
• Rapid, efficient analysis of the \(\lambda(n)/C_{k}/r/N\) queue, with application to decomposition of closed queuing networks.
• Numerical Methods in Markov Chain Modeling
• Numerical solution of sparse singular systems of equations arising from ergodic markov chains
• Inexact Uniformization Method for Computing Transient Distributions of Markov Chains

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