Numerical methods for Markov chain models

Title:

Numerical methods for Markov chain models

Creator:

Mayer, Petr

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:56c10657-cabe-47cc-a78b-c18d8f367775
uuid:56c10657-cabe-47cc-a78b-c18d8f367775

Subject:

Markov chains and numerical method

Type:

model:article and TEXT

Format:

bez média and svazek

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

Language:

English

Rights:

http://creativecommons.org/licenses/by-nc-sa/4.0/
policy:public

Coverage:

163-176

Source:

Engineering mechanics: international journal for theoretical and applied mechanics | 2006 Volume:13 | Number:3

Harvested from:

CDK

Metadata only:

false