On a direct method for the solution of nearly uncoupled Markov chains
โ Scribed by G. W. Stewart; G. Zhang
- Publisher
- Springer-Verlag
- Year
- 1991
- Tongue
- English
- Weight
- 452 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0029-599X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The convergence of additive and multiplicative Schwarz methods for computing certain characteristics of Markov chains such as stationary probability vectors and mean first passage matrices is studied. The main result is a convergence theorem for multiplicative Schwarz iterations when applied to sing
We discuss the asymptotic validity of confidence intervals for quantiles of performance variables when simulating a Markov chain. We show that a batch quantile methodology (similar to the batch means method) can be applied to obtain confidence intervals that are asymptotically valid under mild assum
We consider iterative methods for t;le minimal nonnegativc :~oiu)i()n of the matrix equation G = ~, (), ,G', where the matrices ,4, are nonnegative and \'~ ,)..I, is stocha:4ic. Convergence theory lbr an 'inversion frec algorithm is established. The convergence rale of this algorithm is sho,s'.i ~o
Many stochastic models in queueing, inventory, communications, and dam theories, etc., result in the problem of numerically determining the minimal nonnegative solutions for a class of nonlinear matrix equations. Various iterative methods have been proposed to determine the matrices of interest. We