Computation of the stationary distribution of an infinite Markov matrix

DOI10.1017/S0004972700042623zbMath0248.60064MaRDI QIDQ5660990

Eugene Seneta, Gene H. Golub

Publication date: 1973

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes (60J99) Algorithms in computer science (68W99) Software, source code, etc. for problems pertaining to probability theory (60-04)

Related Items (7)

Bounded truncation error for long-run averages in infinite Markov chains ⋮ On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Computing the stationary distribution for infinite Markov chains ⋮ Computation of the stationary distribution of a markov chain ⋮ Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space ⋮ Matrix bidiagonal form

Cites Work

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