Effective algorithm for computation of the stationary distribution of multi-dimensional level-dependent Markov chains with upper block-Hessenberg structure of the generator

Sergei Dudin, Alexander Dudin, Olga Kostyukova, Olga Dudina

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Source: Crossref

Published: Mar 1, 2020

DOI: 10.1016/j.cam.2019.112425

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