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Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization - MaRDI portal

Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization (Q3225549)

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Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization
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    Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization (English)
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    21 March 2012
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    Markov chains
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    stationary distribution
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    absorbing Markov chains
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    fundamental matrix
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    stochastic factorization
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