scientific article; zbMATH DE number 1424145

MaRDI QIDQ4945338zbMATH OpenFDO

Authors William J. Stewart

Publication date 23 March 2000

zbMATH Keywords

algorithmpower methodstationary distributionssuccessive overrelaxationblock iterative methodsGauss-Seidel iterationprojection techniquesLU decompositionsfinite irreducible Markov chainsvector iteration methods

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Recommendations

• Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas
• The computation of stationary distributions of Markov chains through perturbations
• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• Numerical Methods in Markov Chain Modeling
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains

Cited in

(18)

• Numerical Solutions for Patterns Statistics on Markov Chains
• On the stability of the computation of the stationary probabilities of Markov chains using Perron complements
• The computation of stationary distributions of Markov chains through perturbations
• Approximate lumpability for Markovian agent-based models using local symmetries
• The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain
• Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas
• Schwarz methods for quasi stationary distributions of Markov chains
• A direct projection method for Markov chains
• Voter model on signed social networks
• The cross-entropy method with patching for rare-event simulation of large Markov chains
• Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains
• An analytic finite capacity queueing network model capturing the propagation of congestion and blocking
• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• Computing the shortest reset words of synchronizing automata
• Computing the stationary distribution of a finite Markov chain through stochastic factorization
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains
• Iterative Bounds on the Equilibrium Distribution of a Finite Markov Chain

Describes a project that uses

Uses Software

• Algorithm 447

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4945338)