On the convergence of jacobi and gauss-seidel iteration for steady-state probabilities of finite-state continuous-time markov chains
DOI10.1080/15326349108807182zbMATH Open0725.65151OpenAlexW1989139380MaRDI QIDQ5203653FDOQ5203653
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
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convergenceiterative methodssteady-state probability distributionJacobi methodGauss-Seidel methodsfinite state continuous-time Markov process
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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