SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS

Bernd Heidergott, Arie Hordijk, Miranda van Uitert
2007 Probability in the engineering and informational sciences (Print)  
This article provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm.
doi:10.1017/s0269964807000034 fatcat:yre3zesz4ffjrgub67grv5z66y