Abstract The partitioning algorithm is an iterative procedure that computes explicitly the steady-state probability of a finite Markov chain đ. In this paper, we propose to adapt this algorithm to the case where the state space E := C âȘ D E:=C\cup D is composed of a continuous part đ¶ and a finite part đ· such that C â© D = â C\cap D=\emptyset . In this case, the steady-state probability đ of đ is a convex combination of two steady-state probabilities Ï C \pi_{C} and Ï D \pi_{D} of two Markov chains on đ¶ and đ· respectively. The obtained algorithm allows to compute explicitly Ï D \pi_{D} . If Ï C \pi_{C} cannot be computed explicitly, our algorithm approximates it by numerical resolution of successive integral equations. Some numerical examples are studied to show the usefulness and proper functioning of our proposal.
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