Abstract
A direct method based on oblique projections is adapted to compute the stationary distribution vector of a finite Markov chain. The algorithm can also be used to compute the group inverse of the corresponding generator matrix. It is shown how to update the stationary vector and other quantities of interest when one row of the transition probability matrix is modified. A GTH-like variant that appears to compute the stationary probabilities to high relative accuracy is developed.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
