An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
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Publication:3800833
DOI10.1137/0607064zbMath0654.60054OpenAlexW2017117029MaRDI QIDQ3800833
Publication date: 1986
Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0607064
Theory of matrix inversion and generalized inverses (15A09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)
Related Items (4)
Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Error bounds on an approximation to the dominant eigenvector of a nonnegative matrix ⋮ An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
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- An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis
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- A comparison of numerical techniques in Markov modeling
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- Aggregation of Variables in Dynamic Systems
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