Iterative component-wise bounds for the steady-state distribution of a Markov chain.
DOI10.1002/NLA.824zbMATH Open1265.60135OpenAlexW1879932131MaRDI QIDQ4897516FDOQ4897516
Authors: Ana Bušić, Jean-Michel Fourneau 
Publication date: 19 December 2012
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.824
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Cites Work
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- Exact and ordinary lumpability in finite Markov chains
- The censored Markov chain and the best augmentation
- Near Complete Decomposability: Bounding the Error by a Stochastic Comparison Method
- Efficient descriptor-vector multiplications in stochastic automata networks
- Censoring Markov Chains and Stochastic Bounds
- Refinable bounds for large Markov chains
- Monotone convergence of iterative methods for singular linear systems
- Transforming stochastic matrices for stochastic comparison with the st-order
Cited In (10)
- Dual bounds on the equilibrium distribution of a finite Markov chain
- Some Improvements for the Computation of the Steady-State Distribution of a Markov Chain by Monotone Sequences of Vectors
- Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain
- Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering
- Stochastic bounds with a low rank decomposition
- Untold Horrors About Steady-State Probabilities: What Reward-Based Measures Won’t Tell About the Equilibrium Distribution
- Iterative Method for Steady State Reliability Analysis of Complex Markov Systems
- Computation of the steady-state probability of Markov chain evolving on a mixed state space
- A stable recursion for the steady state vector in markov chains of m/g/1 type
- Correct approximation of stationary distributions
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