Rounding errors in certain algorithms involving Markov chains

DOI10.1145/168173.168416zbMath0892.65090OpenAlexW2155823419WikidataQ113310502 ScholiaQ113310502MaRDI QIDQ4371552

Winfried K. Grassmann

Publication date: 26 January 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1993-19/

zbMATH Keywords

algorithmsrounding errorsstate reductiondiscrete-time Markov chainstransient solutionsJensen's algorithm

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Roundoff error (65G50) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Four Canadian Contributions to Stochastic Modeling ⋮ Efficient Methods to find the Equilibrium Distribution of the Number of Customers inGI/M/cQueues ⋮ Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization. ⋮ Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization ⋮ Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods ⋮ Optimizing steady state Markov chains by state reduction ⋮ Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains

This page was built for publication: Rounding errors in certain algorithms involving Markov chains