On a direct method for the solution of nearly uncoupled Markov chains.

@article{Stewart1991,
author = {Stewart, G.W., Zhang, G.},
journal = {Numerische Mathematik},
keywords = {nearly uncoupled Markov chains; direct method; LU decomposition; Gaussian elimination; rounding errors; diagonal pivoting; condition numbers},
number = {1},
pages = {1-12},
title = {On a direct method for the solution of nearly uncoupled Markov chains.},
url = {http://eudml.org/doc/133536},
volume = {59},
year = {1991},
}

TY - JOUR
AU - Stewart, G.W.
AU - Zhang, G.
TI - On a direct method for the solution of nearly uncoupled Markov chains.
JO - Numerische Mathematik
PY - 1991
VL - 59
IS - 1
SP - 1
EP - 12
KW - nearly uncoupled Markov chains; direct method; LU decomposition; Gaussian elimination; rounding errors; diagonal pivoting; condition numbers
UR - http://eudml.org/doc/133536
ER -