Efficient Algorithm for Computing the Ergodic Projector of Markov Multi-chains

Joost Berkhout, Bernd Heidergott. Efficient Algorithm for Computing the Ergodic Projector of Markov Multi-chains. In Slawomir Koziel, Leifur Þ. Leifsson, Michael Lees, Valeria V. Krzhizhanovskaya, Jack Dongarra, Peter M. A. Sloot, editors, Proceedings of the International Conference on Computational Science, ICCS 2015, Computational Science at the Gates of Nature, Reykjavík, Iceland, 1-3 June, 2015, 2014. Volume 51 of Procedia Computer Science, pages 1818-1827, Elsevier, 2015. [doi]

Abstract

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