Computing the Stationary Distribution of a Finite Markov Chain Through Stochastic Factorization

DOI10.1137/100798776zbMath1237.60059OpenAlexW2028853106MaRDI QIDQ3225549

André M. S. Barreto, Marcelo Dutra Fragoso

Publication date: 21 March 2012

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100798776

zbMATH Keywords

Markov chainsfundamental matrixstationary distributionabsorbing Markov chainsstochastic factorization

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Factorization of matrices (15A23) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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