Displaying similar documents to “The computation of stationary distributions of Markov chains through perturbations.”

Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains

Jeffrey J. Hunter (2016)

Special Matrices

Similarity:

This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...

Directed forests with application to algorithms related to Markov chains

Piotr Pokarowski (1999)

Applicationes Mathematicae

Similarity:

This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.

Technical comment. A problem on Markov chains

Franco Giannessi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.