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Computations with Markov Chains

Proceedings of the 2nd International Workshop on the Numerical Solution of Markov Chains

Language EnglishEnglish
Book Paperback
Book Computations with Markov Chains William J. Stewart
Libristo code: 06796523
Publishers Springer-Verlag New York Inc., October 2012
Computations with Markov Chains presents the edited and reviewed proceedings of the Second Internati... Full description
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Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop on the Numerical Solution of Markov Chains, held January 16--18, 1995, in Raleigh, North Carolina. New developments of particular interest include recent work on stability and conditioning, Krylov subspace-based methods for transient solutions, quadratic convergent procedures for matrix geometric problems, further analysis of the GTH algorithm, the arrival of stochastic automata networks at the forefront of modelling stratagems, and more. §An authoritative overview of the field for applied probabilists, numerical analysts and systems modelers, including computer scientists and engineers. §

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