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