07461 Abstracts Collection -- Numerical Methods for Structured Markov Chains.
Dario Andrea BiniBeatrice MeiniVaidyanathan RamaswamiMarie-Ange RemichePeter G. TaylorPublished in: Numerical Methods for Structured Markov Chains (2007)
Keyphrases
- markov chain
- numerical methods
- steady state
- differential equations
- finite state
- transition probabilities
- state space
- partial differential equations
- random walk
- stationary distribution
- markov process
- stochastic process
- probabilistic automata
- markov model
- markov processes
- transition matrix
- level set method
- multiscale
- information extraction
- random numbers