The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain

DOI10.1007/s10915-018-0828-1zbMath1415.60090OpenAlexW2891856746WikidataQ129213084 ScholiaQ129213084MaRDI QIDQ1999881

Joost Berkhout, Bernd F. Heidergott

Publication date: 27 June 2019

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-018-0828-1

zbMATH Keywords

power methodnumerical evaluationtransient statesnearly decomposableMarkov multi-chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Red light green light method for solving large Markov chains ⋮ Analysis of Markov Influence Graphs

Cites Work

• Bounds on distances between eigenvalues
• On the structure of stochastic matrices with a subdominant eigenvalue near 1
• The first Laurent series coefficients for singularly perturbed stochastic matrices
• Spectral theory and limit theorems for geometrically ergodic Markov processes
• Emergence of Scaling in Random Networks
• Mean Passage Times and Nearly Uncoupled Markov Chains
• Uniform Stability of Markov Chains
• Perturbation analysis for denumerable Markov chains with application to queueing models
• SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS
• Scientific Applications: An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix
• A Survey on PageRank Computing
• Networks
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain