Rounding errors in certain algorithms involving Markov chains

DOI10.1145/168173.168416MaRDI QIDQ4371552zbMATH OpenOpenAlexWikidataFDO

Authors Winfried K. Grassmann

Publication date 26 January 1998

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1993-19/

zbMATH Keywords

algorithmsdiscrete-time Markov chainsJensen's algorithmrounding errorsstate reductiontransient solutions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99) Roundoff error (65G50)

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(7)

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• Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization.
• Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains
• Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods
• Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization
• Four Canadian Contributions to Stochastic Modeling
• Efficient Methods to find the Equilibrium Distribution of the Number of Customers inGI/M/cQueues

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