An SVD approach to identifying metastable states of Markov chains.

Fritzsche, David, et al. "An SVD approach to identifying metastable states of Markov chains.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 29 (2007): 46-69. <http://eudml.org/doc/130560>.

@article{Fritzsche2007,
author = {Fritzsche, David, Mehrmann, Volker, Szyld, Daniel B., Virnik, Elena},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {Markov chain; stochastic matrix; conformation dynamics; metastable; eigenvalue cluster; singular value decomposition; block diagonal dominance; eigenvectors; algorithm; numerical examples},
language = {eng},
pages = {46-69},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {An SVD approach to identifying metastable states of Markov chains.},
url = {http://eudml.org/doc/130560},
volume = {29},
year = {2007},
}

TY - JOUR
AU - Fritzsche, David
AU - Mehrmann, Volker
AU - Szyld, Daniel B.
AU - Virnik, Elena
TI - An SVD approach to identifying metastable states of Markov chains.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2007
PB - Kent State University, Department of Mathematics and Computer Science
VL - 29
SP - 46
EP - 69
LA - eng
KW - Markov chain; stochastic matrix; conformation dynamics; metastable; eigenvalue cluster; singular value decomposition; block diagonal dominance; eigenvectors; algorithm; numerical examples
UR - http://eudml.org/doc/130560
ER -