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A Numerical Algorithm on the Computation of the Stationary Distribution of a Discrete Time Homogenous Finite Markov Chain
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-07-16
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
The transition matrix, which characterizes a discrete time homogeneous Markov chain, is a stochastic matrix.
A stochastic matrix is a special nonnegative matrix with each row summing up to 1.
In this paper, we focus on the computation of the stationary distribution of a transition matrix from the viewpoint of the Perron vector of a nonnegative matrix, based on which an algorithm for the stationary distribution is proposed.
The algorithm can also be used to compute the Perron root and the corresponding Perron vector of any nonnegative irreducible matrix.
Furthermore, a numerical example is given to demonstrate the validity of the algorithm.
American Psychological Association (APA)
Zhao, Di& Li, Hongyi& Su, Donglin. 2012. A Numerical Algorithm on the Computation of the Stationary Distribution of a Discrete Time Homogenous Finite Markov Chain. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-1001367
Modern Language Association (MLA)
Zhao, Di…[et al.]. A Numerical Algorithm on the Computation of the Stationary Distribution of a Discrete Time Homogenous Finite Markov Chain. Mathematical Problems in Engineering No. 2012 (2012), pp.1-10.
https://search.emarefa.net/detail/BIM-1001367
American Medical Association (AMA)
Zhao, Di& Li, Hongyi& Su, Donglin. A Numerical Algorithm on the Computation of the Stationary Distribution of a Discrete Time Homogenous Finite Markov Chain. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-1001367
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001367