Inexact uniformization method for computing transient distributions of markov chains

SIAM Journal on Scientific Computing

Volumn 29, Issue 6, 2007, Pages 2562-2580

  Sidje, Roger B ^a   Burrage, Kevin ^a   Macnamara, Shev ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Inexact methods; Markov chains; Relaxed matrix vector; Uniformization

Indexed keywords

CHAINS; MARKOV PROCESSES; MATRIX ALGEBRA; VECTORS;

CONTINOUS TIME MARKOV CHAIN; INEXACT METHODS; LONGEST RUN; MATRIX-VECTOR; MATRIX-VECTOR PRODUCTS; RANDOMISATION; RELAXED MATRIX-VECTOR; STABLE ALGORITHMS; TRANSIENT DISTRIBUTION; UNIFORMIZATION;

CONTINUOUS TIME SYSTEMS;

EID: 55549104055     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/060662629     Document Type: Article

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