Inexact Uniformization Method for Computing Transient Distributions of Markov Chains

DOI10.1137/060662629zbMath1154.65300OpenAlexW2003058193MaRDI QIDQ3545259

Roger B. Sidje, Kevin Burrage, Shev MacNamara

Publication date: 10 December 2008

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9864d867a72c09ff73145588c71482eac8d83dcd

zbMATH Keywords

Markov chainsnumerical experimentsrandomizationuniformizationlarge-scale problemsinexact methodscontinuous time Markov chainrelaxed matrix-vector products

Mathematics Subject Classification ID

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