Inherent Numerical Instability in Computing Invariant Measures of Markov Chains

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ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.org/journal/am
E-mail: am@scirp.org

"Inherent Numerical Instability in Computing Invariant Measures of Markov Chains"
written by Hendrik Baumann, Thomas Hanschke,
published by Applied Mathematics, Vol.8 No.9, 2017

has been cited by the following article(s):

[1]	Computing Hitting Probabilities of Markov Chains: Structural Results with regard to the Solution Space of the Corresponding System of Equations
	2020

[2]	Finite-State-Space Truncations for Infinite Quasi-Birth-Death Processes
	2020

[3]	Computation of Invariant Measures and Stationary Expectations for Markov Chains with Block-Band Transition Matrix
	2020

[4]	Generalized continued fractions: a unified definition and a Pringsheim-type convergence criterion
	2019

[1]	Computing Hitting Probabilities of Markov Chains: Structural Results with regard to the Solution Space of the Corresponding System of Equations Journal of Applied Mathematics, 2020 DOI:10.1155/2020/9874072

[2]	Computation of Invariant Measures and Stationary Expectations for Markov Chains with Block-Band Transition Matrix Journal of Applied Mathematics, 2020 DOI:10.1155/2020/4318906

[3]	Finite-State-Space Truncations for Infinite Quasi-Birth-Death Processes Journal of Applied Mathematics, 2020 DOI:10.1155/2020/2678374

[4]	Generalized continued fractions: a unified definition and a Pringsheim-type convergence criterion Advances in Difference Equations, 2019 DOI:10.1186/s13662-019-2340-9

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