Accession Number : ADA186344

Title :   Probabilistic Approach to Computational Algorithms for Finding Stationary Distributions of Markov Chains.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Taksar, Michael I ; Grassmann, Winfried K

PDF Url : ADA186344

Report Date : Oct 1986

Pagination or Media Count : 11

Abstract : A number of important theorems arising in connection with Gaussian elimination are derived, using semi-regenerative analysis. The implications of these theorems to find steady-state solutions of Markov chains are analysed. The results obtained in this way are then applied to quasi birth-death processes. Keywords: computations; algorithms; equalibrium equations.

Descriptors :   *MARKOV PROCESSES, ALGORITHMS, BIRTH, COMPUTATIONS, DEATH, DISTRIBUTION, EQUATIONS, PROBABILITY, SOLUTIONS(GENERAL), STATIONARY, STEADY STATE, EQUILIBRIUM(GENERAL)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE