Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains

DOI10.1016/0377-0427(91)90021-BzbMath0736.65096MaRDI QIDQ1177197

Winfried K. Grassmann, Michael I. Taksar

Publication date: 26 June 1992

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian eliminationequilibrium equationsbirth-death processsemiregenerativestationary distributions of Markov chains

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Finite birth-and-death models in randomly changing environments
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Computation of Steady-State Probabilities for M/M/1 Priority Queues

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