Numerical Experiments with Iteration and Aggregation for Markov Chains

DOI10.1287/ijoc.4.3.336zbMath0760.60065OpenAlexW2050653429MaRDI QIDQ4030931

William J. Stewart, Wei Wu

Publication date: 1 April 1993

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1d7b1acc92f92b99f87a1e1ff47d95abb77694e4

zbMATH Keywords

stationary probability vectoriterative aggregation/disaggregation methodcomputer/communication systems

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items

On a two-level multigrid solution method for finite Markov chains ⋮ The numerical solution of stochastic automata networks ⋮ On the use of periodicity properties for the efficient numerical solution of certain Markov chains ⋮ Eigenvalue bounds on restrictions of reversible nearly uncoupled Markov chains ⋮ Comparison theorems for the convergence factor of iterative methods for singular matrices

Uses Software

• Algorithm 447