Approximating stationary measures of structured continuous-time Markov models using matrix diagrams
Approximating stationary measures of structured continuous-time Markov models using matrix diagrams
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使用矩阵图近似结构化连续时间马尔可夫模型的平稳测量
DOI：
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发表时间：
2007
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通讯作者：
A. Yu
中科院分区：
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作者：
Gianfranco Ciardo;Andrew S. Miner;Min Wan;A. Yu
我们考虑具有有限状态空间<i>S的</i>大型遍历连续时间马尔可夫链（CTMC）的平稳解，即，π是π ·<b>Q</b>= 0的解，满足∑<sub><b>i</b>ε<i>s</i></sub> π[<b>i</b>] = 1，其中<b>Q</b>与转移速率矩阵<b>R</b>一致，除了对角元素<b>Q</b>[<b>i，i</b>] = - ∑<sub><b>j</b>ε<i>s</i></sub><b>R</b> [<b>i，j</b>].
We consider the stationary solution of large ergodic continuous-time Markov chains (CTMCs) with a finite state space <i>S</i>, i.e., the computation of π as solution of π · <b>Q</b> = 0 subject to ∑<sub><b>i</b>ε<i>s</i></sub>π[<b>i</b>] = 1, where <b>Q</b> coincides with transition rate matrix <b>R</b> except in its diagonal elements, <b>Q</b>[<b>i, i</b>] = - ∑<sub><b>j</b>ε<i>s</i></sub> <b>R</b> [<b>i, j</b>].