On a direct method for the solution of nearly uncoupled Markov chains.
Numerische Mathematik, Tome 59 (1991) no. 8, pp. 1-12
Voir la notice de l'article provenant de la source European Digital Mathematics Library
Mots-clés :
nearly uncoupled Markov chains, direct method, LU decomposition, Gaussian elimination, rounding errors, diagonal pivoting, condition numbers
@article{NUMA_1991__59_8_133536,
author = {G.W. Stewart and G. Zhang},
title = {On a direct method for the solution of nearly uncoupled {Markov} chains.},
journal = {Numerische Mathematik},
pages = {1--12},
publisher = {mathdoc},
volume = {59},
number = {8},
year = {1991},
zbl = {0697.65016},
url = {http://geodesic.mathdoc.fr/item/NUMA_1991__59_8_133536/}
}
G.W. Stewart; G. Zhang. On a direct method for the solution of nearly uncoupled Markov chains.. Numerische Mathematik, Tome 59 (1991) no. 8, pp. 1-12. http://geodesic.mathdoc.fr/item/NUMA_1991__59_8_133536/