A New Algorithm for Computing the Ergodic Probability Vector for Large Markov Chains

DOI10.1017/S0269964800001479zbMath1134.60361MaRDI QIDQ3415960

Ushio Sumita, Maria Rieders

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Approximations for multi-server queues: System interpolations ⋮ Replacement process decomposition for discounted Markov renewal programming ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

Cites Work

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• Lumpability and time reversibility in the aggregation-disaggregation method for large markov chains
• Birth-and-death processes on the integers with phases and general boundaries
• Exact Aggregation in Exponential Queueing Networks
• Representation Theory for Denumerable Markov Chains

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