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Author Stewart, William J.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Numerical techniques ♦ Near-decomposability ♦ Simultaneous iteration ♦ Markov models
Abstract This paper presents several numerical methods which may be used to obtain the stationary probability vectors of Markovian models. An example of a nearly decomposable system is considered, and the results obtained by the different methods examined. A post mortem reveals why standard techniques often fail to yield the correct results. Finally, a means of estimating the error inherent in the decomposition of certain models is presented.
Description Affiliation: Univ. de Rennes, Rennes, France (Stewart, William J.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 21
Issue Number 2
Page Count 9
Starting Page 144
Ending Page 152


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Source: ACM Digital Library