TY - JOUR
A2 - Wu, Zheng-Guang
AU - Zhao, Di
AU - Li, Hongyi
AU - Su, Donglin
PY - 2012
DA - 2012/07/16
TI - A Numerical Algorithm on the Computation of the Stationary Distribution of a Discrete Time Homogenous Finite Markov Chain
SP - 167453
VL - 2012
AB - The transition matrix, which characterizes a discrete time homogeneousMarkov chain, is a stochastic matrix. A stochastic matrix is a special nonnegative matrix with each row summing up to 1. In this paper, we focus on the computation of thestationary distribution of a transition matrix from the viewpoint of the Perron vectorof a nonnegative matrix, based on which an algorithm for the stationary distributionis proposed. The algorithm can also be used to compute the Perron root and thecorresponding Perron vector of any nonnegative irreducible matrix. Furthermore, anumerical example is given to demonstrate the validity of the algorithm.
SN - 1024-123X
UR - https://doi.org/10.1155/2012/167453
DO - 10.1155/2012/167453
JF - Mathematical Problems in Engineering
PB - Hindawi Publishing Corporation
KW -
ER -