A Two-Stage Iteration for Solving Nearly Uncoupled Markov Chains

dc.contributor.authorStewart, G. W.en_US
dc.contributor.authorStewart, W. J.en_US
dc.contributor.authorMcAllister, D. F.en_US
dc.date.accessioned2004-05-31T11:43:38Z
dc.date.available2004-05-31T11:43:38Z
dc.date.created1984-04en_US
dc.date.issued1995-02-06en_US
dc.description.abstractThis 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.extent207257 bytes
dc.format.mimetypeapplication/postscript
dc.identifier.urihttp://hdl.handle.net/1903/20
dc.language.isoen_US
dc.relation.isAvailableAtDigital Repository at the University of Marylanden_US
dc.relation.isAvailableAtUniversity of Maryland (College Park, Md.)en_US
dc.relation.isAvailableAtTech Reports in Computer Science and Engineeringen_US
dc.relation.isAvailableAtComputer Science Department Technical Reportsen_US
dc.relation.ispartofseriesUM Computer Science Department; CS-TR-1384en_US
dc.titleA Two-Stage Iteration for Solving Nearly Uncoupled Markov Chainsen_US
dc.typeTechnical Reporten_US

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