Scientific Applications: An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix

1 September 1968

journal article
Published by Association for Computing Machinery (ACM) in Communications of the ACM

Vol. 11 (9) , 619-621
https://doi.org/10.1145/364063.364082

Abstract

An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix is presented. Applications in Markov renewal programming and in the construction of variable length codes are reviewed, and an updating procedure for dealing with certain sequences of stochastic matrices is discussed. Computation times are investigated experimentally and compared with those of another recently proposed method.

Keywords

ERGODIC SUBCHAINS
SCIENTIFIC APPLICATIONS
TRANSIENT STATE
COMPUTATION TIME
STOCHASTIC MATRIX
VARIABLE LENGTH CODE
CERTAIN SEQUENCE
ERGODIC
CHAIN IDENTIFICATION
MARKOV RENEWAL PROGRAMMING

This publication has 1 reference indexed in Scilit:

Multichain Markov Renewal Programs
SIAM Journal on Applied Mathematics, 1968