Title of article
On the convergence of the power series algorithm
Author/Authors
Hooghiemstra، نويسنده , , Gerard and Koole، نويسنده , , Ger، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
19
From page
21
To page
39
Abstract
In this paper we study the convergence properties of the power series algorithm, which gives a general method to determine (functions of) stationary distributions of Markov chains. We show that normalization plays a crucial role and that the convergence can be improved by introducing some minor changes in the algorithm. We illustrate this with several numerical examples.
Keywords
Coates graphs , Markov chains , Power series , Stationary probabilities
Journal title
Performance Evaluation
Serial Year
2000
Journal title
Performance Evaluation
Record number
1569488
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