On an SVD-based algorithm for identifying meta-stable states of Markov chains
zbMath1321.65056MaRDI QIDQ2447342
Publication date: 25 April 2014
Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://www.emis.de/journals/ETNA/vol.38.2011/pp17-33.dir/pp17-33.html
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)
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