Steady-State Approximation for a Vector Valued Markov Chain

DOI10.1287/MNSC.36.8.919MaRDI QIDQ3197098zbMATH OpenOpenAlexFDO

Authors Timothy S. Vaughan

Publication date 1990

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.36.8.919

zbMATH Keywords

approximation to the conditional distributionsteady state marginal distributionsteady-state solution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(9)

• Using state reduction for computing steady state vectors in Markov chains of \(M/G/1\) type
• Steady-state Markov chain models for certain \(q\)-confluent hypergeometric distributions
• Efficient Steady State Analysis of Multimodal Markov Chains
• Some Improvements for the Computation of the Steady-State Distribution of a Markov Chain by Monotone Sequences of Vectors
• A stable recursion for the steady state vector in markov chains of m/g/1 type
• Linear dynamics for the state vector of Markov chain functions
• Perfect simulation of steady-state Markov chain on mixed state space
• scientific article; zbMATH DE number 6794361 (Why is no real title available?)
• Computation of the steady-state probability of Markov chain evolving on a mixed state space

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