Stationary Probabilities Of Markov Chains With Upper Hessenberg Transition Matrices

DOI10.1080/03155986.1997.11732329MaRDI QIDQ4372882zbMATH OpenOpenAlexFDO

Authors Yiqiang Q. Zhao, Susan X. Li

Publication date 1 November 1998

Published in INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03155986.1997.11732329

zbMATH Keywords

censored Markov chainsHessenberg matricesstationary probabilities

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cited in

(11)

• A numerical algorithm on the computation of the stationary distribution of a discrete time homogenous finite Markov chain
• A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
• Effective algorithm for computation of the stationary distribution of multi-dimensional level-dependent Markov chains with upper block-Hessenberg structure of the generator
• scientific article; zbMATH DE number 1234616 (Why is no real title available?)
• scientific article; zbMATH DE number 510837 (Why is no real title available?)
• Numerical method for discrete-time finite-buffer queues with some regenerative structure
• APPROXIMATIONS FOR MARKOV CHAINS WITH UPPER HESSENBERG TRANSITION MATRICES
• Computing approximate stationary distributions for discrete Markov processes with banded infinitesimal generators
• Markov Chains with Hybrid Repeating Rows - Upper-Hessenberg, Quasi-Toeplitz Structure of the Block Transition Probability Matrix
• A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility
• Graphes et algorithme de calcul de probabilités stationnaires d'un processus markovien discret. (Graphs and algorithm for the computation of stationary probabilities of a discrete Markov process)

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