Séminaire Mathématique de Béjaia
Volume 6, Numéro 1, Pages 33-37
2008-12-31
Authors : Abbas Karim .
In this talk we review the main numerical methods used for numerical solving of Markov chains. Specifically, we are interested in obtaining stationary distributions of homogeneous, irreducible Markov chain. These stationary solutions can be obtained, both for continuous-time and discrete-time Markov chains, from a linear system. We classify traditional methods for solving such systems, arising during modeling with Markov chains.
Markov chain ; Stationary distributions ; Linear system ; Numerical methods.
Layouni Zoubir
.
pages 431-441.
Behmanesh J.
.
Ayashm S.
.
pages 91-102.
Merabet Assia
.
pages 56-67.
Abdelhalim Lachache
.
Ali Debbi
.
pages 20-39.
Ouzeriat Ali
.
Oud Ouali Mohand
.
Zrouk Merzak
.
pages 71-76.