Abstract
This article provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm. © 2007 Cambridge University Press.
Original language | English |
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Pages (from-to) | 381-400 |
Number of pages | 19 |
Journal | Probability in the Engineering and Informational Sciences |
Volume | 21 |
DOIs | |
Publication status | Published - 2007 |