Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
- 1 April 1986
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Algebraic Discrete Methods
- Vol. 7 (2) , 273-281
- https://doi.org/10.1137/0607031
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Comparative statics for markov chainsJournal of Economic Dynamics and Control, 1985
- Matrix Methods for Queuing ProblemsSIAM Journal on Scientific and Statistical Computing, 1983
- The use of positive matrices for the analysis of the large time behavior of the numerical solution of reaction-diffusion systemsMathematics of Computation, 1983
- Solution of Homogeneous Systems of Linear Equations Arising from Compartmental ModelsSIAM Journal on Scientific and Statistical Computing, 1981
- The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting ProbabilitiesSIAM Journal on Algebraic Discrete Methods, 1980
- The Role of the Group Generalized Inverse in the Theory of Finite Markov ChainsSIAM Review, 1975
- Perturbation theory and finite Markov chainsJournal of Applied Probability, 1968