1. Numerical methods for Markov chain models
- Creator:
- Mayer, Petr
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- Markov chains and numerical method
- Language:
- English
- Description:
- We propose unified approach for analysis of finite discrete time Markov chains. We show some possibilities for computing stationary probabilty vectors even in the case of reducible transition matrix. Finally we show one method for computing of Mean First Passage Times Matrices. and Obsahuje seznam literatury
- Rights:
- http://creativecommons.org/licenses/by-nc-sa/4.0/ and policy:public