scientific article; zbMATH DE number 1424145

MaRDI QIDQ4945338zbMATH OpenFDO

Authors William J. Stewart

Publication date 23 March 2000

zbMATH Keywords

algorithmblock iterative methodsfinite irreducible Markov chainsGauss-Seidel iterationLU decompositionspower methodprojection techniquesstationary distributionssuccessive overrelaxationvector 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
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• Numerical Methods in Markov Chain Modeling
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains

Cited in

(21)

• An analytic finite capacity queueing network model capturing the propagation of congestion and blocking
• Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains
• A direct projection method for Markov chains
• The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain
• Computing the shortest reset words of synchronizing automata
• The computation of stationary distributions of Markov chains through perturbations
• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• Computing the stationary distribution of a finite Markov chain through stochastic factorization
• Iterative Bounds on the Equilibrium Distribution of a Finite Markov Chain
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• scientific article; zbMATH DE number 19233 (Why is no real title available?)
• scientific article; zbMATH DE number 19251 (Why is no real title available?)
• Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas
• Voter model on signed social networks
• Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains
• Approximate lumpability for Markovian agent-based models using local symmetries
• On the stability of the computation of the stationary probabilities of Markov chains using Perron complements
• Numerical Solutions for Patterns Statistics on Markov Chains
• The cross-entropy method with patching for rare-event simulation of large Markov chains
• Content-based and data-driven integration. Markov chain models for the inspection of response dynamics in psychological testing
• Schwarz methods for quasi stationary distributions of Markov chains

Describes a project that uses

Uses Software

• Algorithm 447

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