A comparison of numerical techniques in Markov modeling

  • Authors:
  • William J. Stewart

  • Affiliations:
  • Univ. de Rennes, Rennes, France

  • Venue:
  • Communications of the ACM
  • Year:
  • 1978

Quantified Score

Hi-index 48.23

Visualization

Abstract

This paper presents several numerical methods which may be used to obtain the stationary probability vectors of Markovian models. An example of a nearly decomposable system is considered, and the results obtained by the different methods examined. A post mortem reveals why standard techniques often fail to yield the correct results. Finally, a means of estimating the error inherent in the decomposition of certain models is presented.