On the use of periodicity properties for the efficient numerical solution of certain Markov chains
DOI10.1002/NLA.1680010305zbMATH Open0839.65154OpenAlexW1970913940MaRDI QIDQ4868082FDOQ4868082
Authors: François Bonhoure, William J. Stewart, Yves Dallery 
Publication date: 17 April 1996
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.1680010305
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numerical experimentseigenvalue problemsreduced systemstationary probability vectorsdirect and iterative methodsperiodic Markov chains\(P\)-cyclic graph structurecontinuous and discrete-time Markov chains
Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
Cited In (7)
- The periodic QR algorithm is a disguised QR algorithm
- A note on the extended convergence of SOR for two-periodic Markov chains
- The Rayleigh-Ritz method, refinement and Arnoldi process for periodic matrix pairs
- A periodic Krylov-Schur algorithm for large matrix products
- Title not available (Why is that?)
- Title not available (Why is that?)
- Numerical Solutions for Patterns Statistics on Markov Chains
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