scientific article; zbMATH DE number 1424145
Computational methods for determining stationary distributions of finite irreducible Markov chains are discussed. Iterative and direct methods are compared, advantages and disadvantages are pointed out. The LU decompositions, compact storage schemes, the Grassmann-Taksar-Heyman advantage and the corresponding algorithm are presented in the Chapter on direct methods. The single vector iteration methods are considered. In particular the power method, the Gauss-Seidel iteration and successive overrelaxation, the symmetric successive overrelaxation method, and block iterative methods are examined. Finally, the projection techniques and the decomposition methods are described. For the entire collection see [Zbl 0929.00017].
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