A direct projection method for Markov chains

Linear Algebra and Its Applications

Volumn 386, Issue 1-3 SUPPL., 2004, Pages 27-49

  Benzi, Michele ^a  

^a EMORY UNIVERSITY   (United States)

Author keywords

Direct solution method; Finite Markov chains; Gaussian elimination; Generalized inverses; GTH algorithm; Nearly uncoupled chains; Projections; Purcell's method; Rank one updates; Stationary vector

Indexed keywords

ALGORITHMS; COMPUTATION THEORY; FINITE ELEMENT METHOD; INVERSE PROBLEMS; MATRIX ALGEBRA; PROBABILITY; VECTORS;

DIRECT SOLUTION METHOD; FINITE MARKOV CHAINS; GAUSSIAN ELIMINATION; GENERALIZED INVERSES; GTH ALGORITHM; NEARLY UNCOUPLED CHAINS; PROJECTIONS; PURCELL'S METHOD; RANK ONE UPDATES; STATIONARY VECTORS;

MARKOV PROCESSES;

EID: 2942615442     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2003.12.019     Document Type: Conference Paper

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