On the convergence of jacobi and gauss-seidel iteration for steady-state probabilities of finite-state continuous-time markov chains

DOI10.1080/15326349108807182MaRDI QIDQ5203653zbMATH OpenOpenAlexFDO

Authors Robert B. Cooper, Donald Gross

Publication date 1991

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349108807182

zbMATH Keywords

convergenceiterative methodssteady-state probability distributionJacobi methodGauss-Seidel methodsfinite state continuous-time Markov process

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Continuous-time Markov processes on general state spaces (60J25) Iterative numerical methods for linear systems (65F10)

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• Quicker Convergence for Iterative Numerical Solutions to Stochastic Problems: Probabilistic Interpretations, Ordering Heuristics, and Parallel Processing
• Numerical iterative methods for Markovian dependability and performability models: new results and a comparison

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