Communications of the ACM, volume 21, issue 2, pages 144-152
A comparison of numerical techniques in Markov modeling
1
Univ. de Rennes, Rennes, France
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Publication type: Journal Article
Publication date: 2002-07-27
Journal:
Communications of the ACM
Q1
Q1
SJR: 2.957
CiteScore: 16.1
Impact factor: 11.1
ISSN: 00010782, 15577317
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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GOST
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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.
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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.
Cite this
RIS
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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}
}
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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.