Computations with Markov Chains
Proceedings of the 2nd International Workshop on the Numerical Solution of Markov Chains
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Beschreibung
Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop on the Numerical Solution of Markov Chains, held January 16--18, 1995, in Raleigh, North Carolina. New developments of particular interest include recent work on stability and conditioning, Krylov subspace-based methods for transient solutions, quadratic convergent procedures for matrix geometric problems, further analysis of the GTH algorithm, the arrival of stochastic automata networks at the forefront of modelling stratagems, and more.
An authoritative overview of the field for applied probabilists, numerical analysts and systems modelers, including computer scientists and engineers.
Autor*in
William J. Stewart
Themen in »Computations with Markov Chains«
Analysis Bernoulli process Markov Chain Markov Chains Markov process Sage algorithms automata computer modeling nearly completely decomposable Markov chain uniformization