A Wavelet-Based Computational Framework for a Block-Structured Markov Chain with a Continuous Phase Variable

A Wavelet-Based Computational Framework for a Block-Structured Markov Chain with a Continuous Phase Variable

We consider the computing issues of the steady probabilities for block-structured discrete-time Markov chains that are of upper-Hessenberg or lower-Hessenberg transition kernels with a continuous phase set. An effective computational framework is proposed based on the wavelet transform, which extend...

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Bibliographic Details
Main Authors: Shuxia Jiang, Nian Liu, Yuanyuan Liu
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Mathematics
Subjects:
Markov chains
stationary distribution
wavelet transform
numerical algorithm
Online Access:https://www.mdpi.com/2227-7390/11/7/1587

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