Series expansions for finite-state Markov chains

B.F. Heidergott; A. Hordijk; M.J.G. van Uitert

doi:10.1017/S0269964807000034

Series expansions for finite-state Markov chains

B.F. Heidergott
, A. Hordijk
, M.J.G. van Uitert

Research output: Contribution to Journal › Article › Academic

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Abstract

This article provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm. © 2007 Cambridge University Press.

Original language	English
Pages (from-to)	381-400
Number of pages	19
Journal	Probability in the Engineering and Informational Sciences
Volume	21
DOIs	https://doi.org/10.1017/S0269964807000034
Publication status	Published - 2007

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title = "Series expansions for finite-state Markov chains",

abstract = "This article provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm. {\textcopyright} 2007 Cambridge University Press.",

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year = "2007",

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AU - Heidergott, B.F.

AU - Hordijk, A.

AU - van Uitert, M.J.G.

PY - 2007

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N2 - This article provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm. © 2007 Cambridge University Press.

AB - This article provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm. © 2007 Cambridge University Press.

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DO - 10.1017/S0269964807000034

M3 - Article

SN - 0269-9648

VL - 21

SP - 381

EP - 400

JO - Probability in the Engineering and Informational Sciences

JF - Probability in the Engineering and Informational Sciences

ER -

Series expansions for finite-state Markov chains

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