Proceedings of the 2003 conference on
The Numerical Solution of Markov Chains.
Urbana-Champaign, Illinois, USA.
Published as a Special Issue of
"Linear Algebra and its Applications",
Volume 386, 15 July 2004.
Edited by
Amy N. Langville and William J. Stewart
Table of Contents
- Preface.
A.N. Langville and W.J. Stewart ... 1
- The Life and work of A.A. Markov.
G.P. Basharin, A.N. Langville and V.A. Naumov ... 3
- A direct project method for Markov chains.
M. Benzi ... 27
- Adaptive methods for the computation of PageRank.
S. Kamvar, T. Haveliwala and G. Golub ... 51
- Algebraic Schwarz methods for the numerical solution of
Markov chains.
I. Marek and D.B. Szyld ... 67
- Blokk SOR for Kronecker structured representations.
P. Buchholz and T. Dayar ... 83
- Aggregation of stochastic automata with replicas.
A. Benoit, L. Brenner, P. Fernandes and B. Plateau ... 111
- Symbolic state-space exploration and numerical analysis of
state-sharing composed models.
S. Derisavi, P. Kemper and W.H. Sanders ... 137
- Algorithms for an irreducible and lumpable strong stochastic bound.
J-M. Fourneau, M. Lecoz and F. Quessette ... 167
- Non-skip-free M/G/1-type Markov chains and Laurent matrix power series.
D.A. Bini and B. Meini ... 187
- Finding equilibrium probabilities of QBD processes by spectral
methods when eigenvalues vanish.
W.K. Grassmann ... 207
- Improved bounds for a condition number for Markov chains.
M. Neumann and J. Xu ... 225
- The first Laurent series coefficients for singularly perturbed
stochastic matrices.
K.E. Avrachenkov and M. Haviv ... 243
- Rate-tilting for fast simulation of level/phase processes.
J. Luo and W.K. Grassmann ... 261
- On the exact simulation of functional of stationary Markov chains.
J-M. Vincent and C. Marchand ... 285
- Hypergraph-based parallel computation of passage times densities in
large semi-Markov models.
J.T. Bradley, N.T.Dingle, W.J. Knottenbelt and H.J. Wilson ... 311
- Approximate mean value analysis based on Markov chain aggregation
by composition.
D.C. Petriu and C.M. Woodside ... 335
- Reversed processes, product forms and a non-product form.
P.G. Harrison ... 359
- Analysis of inhomogeneous Markov reward models.
M. Telek, A. Horvath and G. Horvath ... 383