Gaussian Elimination, Perturbation Theory and Markov Chains
Gaussian Elimination, Perturbation Theory and Markov Chains
Files
Publication or External Link
Date
1998-10-15
Authors
Stewart, G. W.
Advisor
Citation
DRUM DOI
Abstract
The purpose of this paper is to describe the special problems that
emerge when Gaussian elimination is used to determinin the
steady-state vector of a Markov chain.
(Also cross-referenced as UMIACS-TR-92-23)