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

DOI10.1080/15326349108807182zbMath0725.65151OpenAlexW1989139380MaRDI QIDQ5203653

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 methodsJacobi methodGauss-Seidel methodssteady-state probability distributionfinite state continuous-time Markov process

Mathematics Subject Classification ID

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

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