A numerical algorithm on the computation of the stationary distribution of a discrete time homogenous finite Markov chain

DOI10.1155/2012/167453zbMath1264.65012OpenAlexW2079698488WikidataQ58912519 ScholiaQ58912519MaRDI QIDQ1954492

Di Zhao, Donglin Su, Hongyi Li

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/167453

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

On the computation of inverses and determinants of a kind of special matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the spectral radius of a nonnegative centrosymmetric matrix
• Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes
• A direct projection method for Markov chains
• Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II: Fast convergence
• An algorithm of diagonal transformation for Perron root of nonnegative irreducible matrices
• Numerical Solution of Linear Equations Arising in Markov Chain Models
• Computation of the stationary distribution of a markov chain
• On the stability of the computation of the stationary probabilities of Markov chains using Perron complements

This page was built for publication: A numerical algorithm on the computation of the stationary distribution of a discrete time homogenous finite Markov chain