On an algorithm for calculating stationary probabilities of the Markov chains

zbMATH Open0968.60062MaRDI QIDQ2719406

A. V. Pechinkin, L. G. Kolyadenkova, M. V. Emelyanova

Publication date: 25 June 2001

Published in: Vestnik Rossiĭskogo Universiteta Druzhby Narodov. Seriya Prikladnaya Matematika i Informatika (Search for Journal in Brave)

zbMATH Keywords

method of random substitution of timestationary probabilities of the Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)

Related Items (6)

Finding the stationary states of Markov chains by iterative methods ⋮ On the stability of the computation of the stationary probabilities of Markov chains using Perron complements ⋮ Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains ⋮ Title not available (Why is that?) ⋮ Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities ⋮ An algorithm to compute the probability of a run in binary fourth-order Markovian trials.

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