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

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.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1986
Accession Number
ADA186344

Entities

People

  • Michael I. Taksar
  • Winfried K. Grassmann

Organizations

  • Florida State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Algorithms
  • Availability
  • Classification
  • Elimination
  • Equations
  • Markov Chains
  • Markov Processes
  • Probability
  • Scientific Research
  • Security
  • Stationary
  • Steady State
  • Universities

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Mathematical Modeling and Probability Theory.