scientific article; zbMATH DE number 510835

MaRDI QIDQ4281304zbMATH OpenFDO

Authors Daniel P. Heyman

Publication date 4 April 1994

zbMATH Keywords

cyclicGaussian eliminationMarkov chainstationary distributiontransition matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05)

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(7)

• The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
• A direct projection method for Markov chains
• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• Computing the fundamental matrix of an M/G/1–type Markov chain
• A Parallel Implementation of the GTH Algorithm
• Complementation in Stochastic Matrices and the GTH Algorithm
• A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain

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