A Two-Stage Iteration for Solving Nearly Uncoupled Markov Chains
dc.contributor.author | Stewart, G. W. | en_US |
dc.contributor.author | Stewart, W. J. | en_US |
dc.contributor.author | McAllister, D. F. | en_US |
dc.date.accessioned | 2004-05-31T11:43:38Z | |
dc.date.available | 2004-05-31T11:43:38Z | |
dc.date.created | 1984-04 | en_US |
dc.date.issued | 1995-02-06 | en_US |
dc.description.abstract | This paper is concerned with an iteration for determining the steady-state probability vector of a nearly uncoupled Markov Chain. The states of these chains can be partitioned into aggregates with low probabilities of transitions between aggregates. The iteration consists of alternating block Gauss--Seidel iterations with Rayleigh--Ritz refinements. Under natural regularity conditions, the composite iteration reduces the error by a factor proportional to the size of the coupling between aggregates, so that the more loosely the chain is coupled, the faster the convergence. | en_US |
dc.format.extent | 207257 bytes | |
dc.format.mimetype | application/postscript | |
dc.identifier.uri | http://hdl.handle.net/1903/20 | |
dc.language.iso | en_US | |
dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
dc.relation.isAvailableAt | Computer Science Department Technical Reports | en_US |
dc.relation.ispartofseries | UM Computer Science Department; CS-TR-1384 | en_US |
dc.title | A Two-Stage Iteration for Solving Nearly Uncoupled Markov Chains | en_US |
dc.type | Technical Report | en_US |