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