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Computation of stationary probabilities of a Markovian system consisting of nearly independent subsystems

Published online by Cambridge University Press:  01 July 2016

Yukio Takahashi
Yukio Takahashi*
Affiliation:
Tohoku University
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Extract

A numerical method is proposed for computing the stationary probabilities of a Markovian system consisting of two subsystems with slight interrelation. It exploits the independent features of the subsystems for evaluating the effects of their interrelation. In a test with a simple example, the numerical method proposed required less computational burden than other common numerical methods.

Type
Applied Probability in Biology and Engineering. An ORSA/TIMS Special Interest Meeting
Information
Advances in Applied Probability , Volume 16 , Issue 1 , March 1984 , pp. 10 - 11
Copyright
Copyright © Applied Probability Trust 1984 

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