A Fast Transformation of Markov Chains and Their Respective Steady-State Probability Distributions

2012 ◽  
Vol 57 (1) ◽  
pp. 1-11 ◽  
Author(s):  
R. A. Vallejos C. ◽  
J. M. Martinez V.
1994 ◽  
Vol 31 (03) ◽  
pp. 829-833 ◽  
Author(s):  
Jean B. Lasserre

We give formulas for updating both the steady-state probability distribution and the fundamental matrices of a singularly perturbed Markov chain. This formula generalizes Schweitzer's regular perturbation formulas to the case of singular perturbations.


1994 ◽  
Vol 31 (3) ◽  
pp. 829-833 ◽  
Author(s):  
Jean B. Lasserre

We give formulas for updating both the steady-state probability distribution and the fundamental matrices of a singularly perturbed Markov chain. This formula generalizes Schweitzer's regular perturbation formulas to the case of singular perturbations.


2011 ◽  
Vol 7 (10) ◽  
pp. e1002209 ◽  
Author(s):  
Mark Hallen ◽  
Bochong Li ◽  
Yu Tanouchi ◽  
Cheemeng Tan ◽  
Mike West ◽  
...  

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