Iterative component-wi bounds for the steady-state distribution of a Markov chain 期刊名称： Numerical Linear Algebra with Applications
作者： Ana Bui,Jean-Michel Fourneau
年份： 2011年
期号： 第6期
关键词： Markov chains;steady state distribution;bounds;algorithms
摘要：We prove new iterative algorithms to provide component-wi bounds of the steady-state distribution of an irreducible and aperiodic Markov chain. The bounds are bad on simple properties of (max,+) and (min,+) quences. The bounds are improved at each iteration. Thus, we have a clear trade-off between tightness of the bounds (some algorithms converge to the true solution) and computation times. Copyright © 2011 John Wiley & Sons, Ltd.
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