Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains-Reference-Cited by-同舟云学术

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Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains

Published:1986-04 Issue:2 Volume:7 Page:273-281
ISSN:0196-5212
Container-title:SIAM Journal on Algebraic Discrete Methods
language:en
Short-container-title:SIAM. J. on Algebraic and Discrete Methods

Author:

Golub Gene H.,Meyer, Jr. Carl D.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Link

https://epubs.siam.org/doi/pdf/10.1137/0607031

Reference9 articles.

1. Comparative statics for markov chains

2. Solution of Homogeneous Systems of Linear Equations Arising from Compartmental Models

3. The use of positive matrices for the analysis of the large time behavior of the numerical solution of reaction-diffusion systems

4. Matrix Methods for Queuing Problems

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