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

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.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1968
Accession Number
AD0825365

Entities

People

  • Arthur Albert

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Markov Processes
  • Mathematics
  • Stationary

Fields of Study

  • Engineering

Readers

  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space