Efficient Algorithm for Computing the Ergodic Projector of Markov Multi-chains

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Abstract

This paper extends the Markov uni-chain series expansion theory to Markov multi-chains, i.e., to Markov chains having multiple ergodic classes and possible transient states. The introduced series expansion approximation (SEA) provides a controllable approximation for Markov multichain ergodic projectors which may be a useful tool in large-scale network analysis. As we will illustrate by means of numerical examples, the new algorithm is faster than the power algorithm for large networks.
Original languageEnglish
Pages (from-to)1818-1827
JournalProcedia Computer Science
Volume51
DOIs
Publication statusPublished - 2015
EventInternational Conference On Computational Science - New York
Duration: 1 Jan 20151 Jan 2015

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Bibliographical note

Proceedings title: International Conference On Computational Science, ICCS 2015 — Computational Science at the Gates of Nature
Publisher: Elsevier
Place of publication: New York

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