Stewart, W. J.: Numerical methods for computing stationary distribution of nite irreducible Markov chains, Chapter 3 of Advances in Computational Probability. Edited by Winfried Grassmann; To be published by Kluwer Academic Publishers, 1997. Home/Search Document Details and Download
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A combinatorial aggregation algorithm for computing the.. - Gambin, Pokarowski (Correct)
.... numerical solutions of some linear equations that occur when one studies Markov chains (see for example [4, 18] Almost all methods for solving a system of linear equations are adapted into this context: iterative and direct methods, projection techniques and the concept of preconditioning (see [19]) The applicability of a method depends strongly on the structure of a Markov chain considered. For solving the chain of medium size, direct methods could be applied. In Section 3 the GTH (Grassmann Taksar Heyman [9] algorithm which is a modi cation of the standard Gaussian elimination, is ....
....reason, iterative methods (such as Gauss Seidel iteration or Successive Overrelaxation) have traditionally been preferred to direct methods. On the other hand, a major disadvantage of iterative methods is a very long time often required for convergence to the desired solution (see discussion in [18, 19] and the references therein) In the case of direct methods the upper bound on the time required to obtain the solution may be determined a priori. In this paper we focus on nearly uncoupled or nearly completely decomposable Markov chains (see [2, 5, 18] Such chains often arise in queueing ....
Stewart, W. J.: Numerical methods for computing stationary distribution of nite irreducible Markov chains, Chapter 3 of Advances in Computational Probability. Edited by Winfried Grassmann; To be published by Kluwer Academic Publishers, 1997.
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Stewart, W. J.: Numerical methods for computing stationary distribution of nite irreducible Markov chains, Chapter 3 of Advances in Computational Probability. Edited by Winfried Grassmann; To be published by Kluwer Academic Publishers, 1997.
A New Combinatorial Algorithm for Large Markov - Chains Extend Ed (Correct)
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Stewart, W. J.: Numerical methods for computing stationary distribution of nite irreducible Markov chains, Chapter 3 of Advances in Computational Probability. Edited by Winfried Grassmann; To be published by Kluwer Academic Publishers, 1997.
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