Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas

DOI10.1007/BF02888264MaRDI QIDQ4022757zbMATH OpenOpenAlexWikidataFDO

Authors Antonio López-Quílez, E. Vercher

Publication date 17 January 1993

Published in Trabajos de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/40631

zbMATH Keywords

Markov chainsiterative algorithms for computing stationary 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)

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Cites work

• scientific article; zbMATH DE number 3942888 (Why is no real title available?)
• scientific article; zbMATH DE number 4076264 (Why is no real title available?)
• An algorithm for Ph/Ph/c queues
• An algorithmic approach for a special class of Markov chains
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities

Cited in

(9)

• Numerical Solutions for Patterns Statistics on Markov Chains
• scientific article; zbMATH DE number 1424145 (Why is no real title available?)
• Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains
• A partitioning algorithm for computing limiting distributions of ill-conditioned Markov chains
• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• A numerical algorithm on the computation of the stationary distribution of a discrete time homogenous finite Markov chain
• On an algorithm for calculating stationary probabilities of the Markov chains
• Numerical calculation of the stationary distribution of a Markov chain in genetics

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