Recursive computation of the stochastic matrix for digitized Rayleigh process

1977 ◽  
Vol 65 (7) ◽  
pp. 1081-1081
Author(s):  
W.J. Szajnowski
Keyword(s):  
Stochastic Matrix ◽  
Recursive Computation ◽  
Rayleigh Process

Approximating the stationary distribution of an infinite stochastic matrix

1991 ◽  
Vol 28 (1) ◽  
pp. 96-103 ◽  
Author(s):  
Daniel P. Heyman
Keyword(s):  
Markov Chain ◽  
Steady State ◽  
Stationary Distribution ◽  
Numerical Approximation ◽  
Stochastic Matrix ◽  
Sufficient Conditions ◽  
Finite System ◽  
Balance Equations ◽  
The Given ◽  
Steady State Balance

We are given a Markov chain with states 0, 1, 2, ···. We want to get a numerical approximation of the steady-state balance equations. To do this, we truncate the chain, keeping the first n states, make the resulting matrix stochastic in some convenient way, and solve the finite system. The purpose of this paper is to provide some sufficient conditions that imply that as n tends to infinity, the stationary distributions of the truncated chains converge to the stationary distribution of the given chain. Our approach is completely probabilistic, and our conditions are given in probabilistic terms. We illustrate how to verify these conditions with five examples.

Recursive computation of bivariate Hermite spline interpolants

2007 ◽  
Vol 57 (8) ◽  
pp. 962-973 ◽  
Author(s):  
A. Mazroui ◽  
D. Sbibih ◽  
A. Tijini
Keyword(s):  
Recursive Computation ◽  
Hermite Spline ◽  
Spline Interpolants

scholarly journals Declarative recursive computation on an RDBMS

2019 ◽  
Vol 12 (7) ◽  
pp. 822-835 ◽  
Author(s):  
Dimitrije Jankov ◽  
Shangyu Luo ◽  
Binhang Yuan ◽  
Zhuhua Cai ◽  
Jia Zou ◽  
...  
Keyword(s):  
Recursive Computation
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