A combinatorial approach to nearly uncoupled Markov chains. I: Reversible Markov chains

zbMath1288.65011MaRDI QIDQ2450042

Ryan M. Tifenbach

Publication date: 14 May 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/volumes/2011-2020/vol40/abstract_vol40_pp120-147.html

zbMATH Keywords

algorithmstochastic matrixreversible Markov chainnearly uncoupled Markov chainstochastic complement

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Stochastic matrices (15B51)

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