Accession Number : AD0825365

Title :   ON COMPUTING THE STATIONARY DISTRIBUTION OF AN IRREDUCIBLE FINITE STATE MARKOV PROCESS.

Descriptive Note : Progress rept.,

Corporate Author : ARCON CORP WALTHAM MA

Personal Author(s) : Albert, Arthur

Report Date : JAN 1968

Pagination or Media Count : 8

Abstract : An (N - 1)-step algorithm is given for computing the stationary distribution of an aperiodic, irreducible Markov process whose state space has N points. The same algorithm applies to both discrete and continuous time processes.

Descriptors :   (*STATISTICAL PROCESSES, ALGORITHMS), PROBABILITY, DIFFERENTIAL EQUATIONS, VECTOR SPACES, THEOREMS.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE