Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains

Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains

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Article ID: iaor1992272
Country: Netherlands
Volume: 36
Issue: 2
Start Page Number: 131
End Page Number: 136
Publication Date: Aug 1991
Journal: Journal of Computational and Applied Mathematics
Authors: ,
Abstract:

A number of important theorems arising in connection with Gaussian elimination are derived, using semi-regenerative analysis. The implications of these theorems to find steady-state solutions of Markov chains are analysed. The results obtained in this way are then applied to quasi birth-death processes.

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