An aggregation/disaggregation algorithm for computing the stationary distribution of a large markov chain

DOI10.1080/15326349208807239zbMATH Open0756.60058OpenAlexW2070219174MaRDI QIDQ4021160FDOQ4021160

Moshe Haviv

Publication date: 17 January 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349208807239

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zbMATH Keywords

stochastic matricescomputational improvementdegree of couplingerror of the approximationstationary distribution of a large Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (15)

• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
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• Aggregation algorithms for perturbed Markov chains with applications to networks modeling
• Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
• Parallel implementation of an aggregation/disaggregation method for evaluating quasi-stationary behavior in continuous-time Markov chains
• An algorithm approach to bounding aggregations of multidimensional Markov chains
• Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain
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• Updating Markov Chains with an Eye on Google's PageRank
• An iterative aggregation/disaggregation procedure for modelling the long-term behaviour of continuous-time evanescent random processes
• A Method to Calculate Steady-State Distributions of Large Markov Chains by Aggregating States
• Comparisons Between Aggregation/Disaggregation and a Direct Algorithm for Computing the Stationary Probabilities of a Markov Chain
• Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
• Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II: Fast convergence
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities

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