On the stability of the computation of the stationary probabilities of Markov chains using Perron complements.
Michael NeumannJianhong XuPublished in: Numer. Linear Algebra Appl. (2003)
Keyphrases
- markov chain
- transition probabilities
- steady state
- finite state
- markov processes
- monte carlo method
- random walk
- markov process
- markov model
- monte carlo
- stationary distribution
- state space
- stochastic process
- transition matrix
- monte carlo simulation
- non stationary
- probabilistic automata
- probability distribution
- single server
- confidence intervals
- maximum likelihood
- sample path
- weighted sums