Exact algorithms for singular tridiagonal systems with applications to Markov chains.

Linzhang Lu Wai-Ki Ching Michael K. Ng

Published in: Appl. Math. Comput. (2004)

Keyphrases

markov chain
exact algorithms
steady state
finite state
transition probabilities
markov process
knapsack problem
state space
random walk
markov model
combinatorial optimization problems
stochastic process
markov processes