Iterative component-wise bounds for the steady-state distribution of a Markov chain.

DOI10.1002/NLA.824MaRDI QIDQ4897516zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

algorithmsMarkov chainssteady state distribution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Miscellaneous inequalities involving matrices (15A45) Max-plus and related algebras (15A80)

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Cites work

• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• Censoring Markov Chains and Stochastic Bounds
• Efficient descriptor-vector multiplications in stochastic automata networks
• Exact and ordinary lumpability in finite Markov chains
• Monotone convergence of iterative methods for singular linear systems
• Near Complete Decomposability: Bounding the Error by a Stochastic Comparison Method
• Refinable bounds for large Markov chains
• The censored Markov chain and the best augmentation
• Transforming stochastic matrices for stochastic comparison with the st-order

Cited in

(11)

• 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
• Computing expected visiting times and stationary distributions in Markov chains: fast and accurate
• 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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