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 language | English |
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Pages (from-to) | 1818-1827 |
Journal | Procedia Computer Science |
Volume | 51 |
DOIs | |
Publication status | Published - 2015 |
Event | International Conference On Computational Science - New York Duration: 1 Jan 2015 → 1 Jan 2015 |
Bibliographical note
Proceedings title: International Conference On Computational Science, ICCS 2015 — Computational Science at the Gates of NaturePublisher: Elsevier
Place of publication: New York