Iterative component‐wise bounds for the steady‐state distribution of a Markov chain

DOI10.1002/nla.824zbMath1265.60135OpenAlexW1879932131MaRDI QIDQ4897516

Jean-Michel Fourneau, Ana Bušić

Publication date: 19 December 2012

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.824

zbMATH Keywords

algorithmsMarkov chainssteady state distribution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Miscellaneous inequalities involving matrices (15A45) Max-plus and related algebras (15A80)

Cites Work

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• Monotone convergence of iterative methods for singular linear systems
• Efficient descriptor-vector multiplications in stochastic automata networks
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• Exact and ordinary lumpability in finite Markov chains
• Near Complete Decomposability: Bounding the Error by a Stochastic Comparison Method
• Refinable bounds for large Markov chains
• Transforming stochastic matrices for stochastic comparison with the st-order
• The censored Markov chain and the best augmentation

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