On the use of periodicity properties for the efficient numerical solution of certain Markov chains (Q4868082)
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scientific article; zbMATH DE number 851614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of periodicity properties for the efficient numerical solution of certain Markov chains |
scientific article; zbMATH DE number 851614 |
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On the use of periodicity properties for the efficient numerical solution of certain Markov chains (English)
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17 April 1996
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eigenvalue problems
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continuous and discrete-time Markov chains
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\(P\)-cyclic graph structure
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stationary probability vectors
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periodic Markov chains
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direct and iterative methods
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reduced system
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numerical experiments
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