Convergent Iterations for Computing Stationary Distributions of Markov Chains
- 1 July 1986
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Algebraic Discrete Methods
- Vol. 7 (3) , 390-398
- https://doi.org/10.1137/0607044
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov ChainsSIAM Journal on Algebraic Discrete Methods, 1986
- Incomplete Factorization of Singular M-MatricesSIAM Journal on Algebraic Discrete Methods, 1986
- Block iterative algorithms for stochastic matricesLinear Algebra and its Applications, 1986
- Sensitivity of the stationary distribution vector for an ergodic Markov chainLinear Algebra and its Applications, 1986
- Comparison of Some Direct Methods for Computing Stationary Distributions of Markov ChainsSIAM Journal on Scientific and Statistical Computing, 1984
- A Combined Direct-Iterative Method for Certain M-Matrix Linear SystemsSIAM Journal on Algebraic Discrete Methods, 1984
- Matrix Methods for Queuing ProblemsSIAM Journal on Scientific and Statistical Computing, 1983
- Theorems of Stein-Rosenberg type. III. The singular caseLinear Algebra and its Applications, 1982
- Solution of Homogeneous Systems of Linear Equations Arising from Compartmental ModelsSIAM Journal on Scientific and Statistical Computing, 1981
- NONNEGATIVE MATRICESPublished by Elsevier ,1979