An Efficient Procedure for Computing Quasi-Stationary Distributions of Markov Chains by Sparse Transition Structure

DOI10.2307/1427580zbMATH Open0797.60060OpenAlexW2052972731MaRDI QIDQ4287970FDOQ4287970

Authors: P. K. Pollett, David E. Stewart 

Publication date: 19 April 1994

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427580

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zbMATH Keywords

continuous-time Markov chainsquasi-stationary distributionArnoldi algorithmgeneral epidemic model

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (15)

• Influence of Preconditioning and Blocking on Accuracy in Solving Markovian Models
• Title not available (Why is that?)
• The determination of quasistationary distributions directly from the transition rates of an absorbing Markov chain
• Schwarz methods for quasi stationary distributions of Markov chains
• Minimal quasi-stationary distributions under null \(R\)-recurrence
• Modelling quasi-stationary behaviour in metapopulations
• Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
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• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Quasi-stationary distributions and population processes
• An iterative aggregation/disaggregation procedure for modelling the long-term behaviour of continuous-time evanescent random processes
• Alternating two-stage methods for consistent linear systems with applications to the parallel solution of Markov chains
• A stochastic model for disease transmission in a managed herd, motivated by \textit{Neospora caninum} amongst dairy cattle
• A diffusion approach to approximating preservation probabilities for gene duplicates
• A low-rank technique for computing the quasi-stationary distribution of subcritical Galton-Watson processes

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