Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
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Publication:2429049
DOI10.1016/j.camwa.2011.09.041zbMath1236.65009OpenAlexW1990077133MaRDI QIDQ2429049
Chao Wang, Ting-Zhu Huang, Chun Wen
Publication date: 22 April 2012
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2011.09.041
iteration methodMarkov chainKrylov subspace methodstationary probability vectortriangular and skew-symmetric splitting
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)
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