Computations with Markov Chains: Proceedings of the 2nd International Workshop on the Numerical Solution of Markov Chains

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William J. Stewart
Springer US, Feb 28, 1995 - Mathematics - 600 pages
Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop on the Numerical Solution of Markov Chains, held January 16--18, 1995, in Raleigh, North Carolina. New developments of particular interest include recent work on stability and conditioning, Krylov subspace-based methods for transient solutions, quadratic convergent procedures for matrix geometric problems, further analysis of the GTH algorithm, the arrival of stochastic automata networks at the forefront of modelling stratagems, and more.
An authoritative overview of the field for applied probabilists, numerical analysts and systems modelers, including computer scientists and engineers.

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Transient Colutions of Markov Processes by Krylov
On Cyclic Reduction Applied to a Class
A Markov Modulated Nearly Completely

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About the author (1995)

William J. Stewart is professor of computer science at North Carolina State University. He is the author of "An Introduction to the Numerical Solution of Markov Chains" (Princeton).

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