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

DOI10.1080/15326349208807239MaRDI QIDQ4021160zbMATH OpenOpenAlexFDO

Authors 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

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)

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