A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain

DOI10.1137/S0895479894262534zbMath0870.65142OpenAlexW2104279066MaRDI QIDQ4891692

Yuan-Jye Jason Wu, Dianne P. O'Leary

Publication date: 17 September 1997

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479894262534

zbMATH Keywords

Markov chainGaussian eliminationGTH algorithmstationary vectorrelative error bounds

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Computation of the steady-state probability of Markov chain evolving on a mixed state space ⋮ Efficient computational analysis of non-exhaustive service vacation queues: \(BMAP/R/1/N(\infty)\) under gated-limited discipline

This page was built for publication: A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain