Communications of the ACM, volume 21, issue 2, pages 144-152

A comparison of numerical techniques in Markov modeling

William J. Stewart ¹

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Univ. de Rennes, Rennes, France |

Publication type: Journal Article

Publication date: 2002-07-27

Association for Computing Machinery (ACM)

Journal: Communications of the ACM

scimago Q1

SJR: 2.957

CiteScore: 16.1

Impact factor: 11.1

ISSN: 00010782, 15577317

DOI: 10.1145/359340.359350

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General Computer Science

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.

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Stewart W. J. A comparison of numerical techniques in Markov modeling // Communications of the ACM. 2002. Vol. 21. No. 2. pp. 144-152.

GOST all authors (up to 50) Copy

Stewart W. J. A comparison of numerical techniques in Markov modeling // Communications of the ACM. 2002. Vol. 21. No. 2. pp. 144-152.

RIS |

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RIS Copy

TY - JOUR

DO - 10.1145/359340.359350

UR - https://doi.org/10.1145/359340.359350

TI - A comparison of numerical techniques in Markov modeling

T2 - Communications of the ACM

AU - Stewart, William J.

PY - 2002

DA - 2002/07/27

PB - Association for Computing Machinery (ACM)

SP - 144-152

IS - 2

VL - 21

SN - 0001-0782

SN - 1557-7317

ER -

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@article{2002_Stewart,

author = {William J. Stewart},

title = {A comparison of numerical techniques in Markov modeling},

journal = {Communications of the ACM},

year = {2002},

volume = {21},

publisher = {Association for Computing Machinery (ACM)},

month = {jul},

url = {https://doi.org/10.1145/359340.359350},

number = {2},

pages = {144--152},

doi = {10.1145/359340.359350}

}

MLA

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Stewart, William J.. “A comparison of numerical techniques in Markov modeling.” Communications of the ACM, vol. 21, no. 2, Jul. 2002, pp. 144-152. https://doi.org/10.1145/359340.359350.

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Publisher

Association for Computing Machinery (ACM)

Journal

Communications of the ACM

scimago Q1

SJR

2.957

CiteScore

16.1

Impact factor

11.1

ISSN

00010782 (Print)

15577317 (Electronic)