Accession Number : ADA193191

Title :   The Computation of Stationary Distributions on Markov Chains through Perturbations.

Descriptive Note : Technical rept. Sep 87-Aug 88,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Hunter, Jeffrey J

PDF Url : ADA193191

Report Date : Mar 1988

Pagination or Media Count : 23

Abstract : An algorithmic procedure, for the determination of the stationary distribution of a finite, m-state, irreducible Markov chain, that does not require the use of methods for solving systems of linear equations, is presented. The technique is based upon a succession of m, rank one, perturbations of the trivial doubly stochastic matrix whose known steady state vector is updated at each stage to yield the required stationary probability vector.

Descriptors :   *MARKOV PROCESSES, *LINEAR ALGEBRA, ALGORITHMS, LINEAR ALGEBRAIC EQUATIONS, PERTURBATIONS, PROBABILITY, STATIONARY, STEADY STATE, STATISTICAL DISTRIBUTIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE