EURO Working Group on Stochastic Modelling

FIRST MEETING: 19-21 APRIL 2006, AMSTERDAM

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Abstracts

Bernd Heidergott, Series Expansions for Finite-State Markov Chains

This paper provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm.
This contribution is based on joint work with M. van Uitert and Arie Hordijk