scholarly journals On the steady-state probability distribution of nonequilibrium stochastic systems

2015 ◽  
Vol 66 (4) ◽  
pp. 544-552
Author(s):  
Jae Dong Noh ◽  
Joongul Lee
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.


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