On the use of periodicity properties for the efficient numerical solution of certain Markov chains.
François BonhoureYves DalleryWilliam J. StewartPublished in: Numer. Linear Algebra Appl. (1994)
Keyphrases
- markov chain
- numerical solution
- steady state
- markov processes
- random walk
- partial differential equations
- markov model
- finite state
- transition probabilities
- stationary distribution
- markov process
- stochastic process
- differential equations
- finite element
- transition matrix
- machine learning
- higher order
- state space
- level set
- multiscale
- image processing