Geodesic
Decompositional analysis of Kronecker structured Markov chains
Electronic transactions on numerical analysis, Tome 31 (2008), pp. 271-294.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: This contribution proposes a decompositional iterative method with low memory requirements for the steady-state analysis of Kronecker structured Markov chains. The Markovian system is formed by a composition of subsystems using the Kronecker sum operator for local transitions and the Kronecker product operator for synchronized transitions. Even though the interactions among subsystems, which are captured by synchronized transitions, need not be weak, numerical experiments indicate that the solver benefits considerably from weak interactions among subsystems, and is to be recommended specifically in this case.
Classification : 60J27, 15A72, 65F10, 65F50, 65B99
Keywords: Markov chain, Kronecker representation, decomposition, iterative method, multigrid, aggregation, disaggregation 
@article{ETNA_2008__31__a6,
     author = {Bao, Yujuan and Bozkurt, ịlker N. and Dayar, Tuǧrul and Sun, Xiaobai and Trivedi, Kishor S.},
     title = {Decompositional analysis of {Kronecker} structured {Markov} chains},
     journal = {Electronic transactions on numerical analysis},
     pages = {271--294},
     publisher = {mathdoc},
     volume = {31},
     year = {2008},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2008__31__a6/}
}
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Bao, Yujuan; Bozkurt, ịlker N.; Dayar, Tuǧrul; Sun, Xiaobai; Trivedi, Kishor S. Decompositional analysis of Kronecker structured Markov chains. Electronic transactions on numerical analysis, Tome 31 (2008), pp. 271-294. http://geodesic.mathdoc.fr/item/ETNA_2008__31__a6/