Schwarz methods for quasi stationary distributions of Markov chains

被引：0
作者：
Guangbao Guo
Weidong Zhao
机构：
[1] Shandong University,School of Mathematics
来源：
Calcolo | 2012年 / 49卷
关键词：
Schwarz methods; Markov chains; Quasi stationary distributions; Quasi nonnegative splittings; 60J22; 60J10; 65C40; 65F10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We study computational schemes for quasi stationary distributions of Markov chains, having matrices which are quasi stochastic, i.e., all of their row sums are less than or equal to one. We develop Schwarz methods for the corresponding distributions. In particular, we get the semiconvergence of additive and multiplicative Schwarz methods, and that of two level Schwarz iterative methods for the quasi stationary distributions (QSDs). We provide two examples of Markov chains with QSDs, to explain our methods.
引用
收藏
页码：21 / 39
页数：18
相关论文
共 50 条
[31]   On Approximating the Stationary Distribution of Time-Reversible Markov Chains [J].
Marco Bressan ;
Enoch Peserico ;
Luca Pretto .
Theory of Computing Systems, 2020, 64 :444-466
[32]   QUASI-STATIONARY DISTRIBUTIONS: AN APPLICATION OF THE REVIVAL TECHNIQUE [J].
Buiculescu, Mioara .
REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 2015, 60 (02) :93-99
[33]   Quasi-stationary distributions for models of heterogeneous catalysis [J].
de Oliveira, MM ;
Dickman, R .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2004, 343 :525-542
[34]   Bootstrap maximum likelihood for quasi-stationary distributions [J].
Guo, Guangbao ;
Allison, James ;
Zhu, Lixing .
JOURNAL OF NONPARAMETRIC STATISTICS, 2019, 31 (01) :64-87
[35]   Simulation of Quasi-Stationary Distributions on Countable Spaces [J].
Groismani, P. ;
Jonckheere, M. .
MARKOV PROCESSES AND RELATED FIELDS, 2013, 19 (03) :521-542
[36]   A Review on Smoothing Techniques in Markov Chains Methods [J].
Rahim, Rahela Abdul ;
Jamaluddin, Fadhilah ;
Ibrahim, Haslinda ;
Khan, Sahubar Nadhar Khan .
INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014), 2014, 1635 :195-200
[37]   Schwarz Methods for Quasi-Likelihood in Generalized Linear Models [J].
Guo, Guangbao .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2008, 37 (10) :2027-2036
[38]   Random motions, classes of ergodic Markov chains and beta distributions [J].
Stoyanov, J ;
Pirinsky, C .
STATISTICS & PROBABILITY LETTERS, 2000, 50 (03) :293-304
[39]   Inexact uniformization method for computing transient distributions of Markov chains [J].
Sidje, Roger B. ;
Burrage, Kevin ;
Macnamara, Shev .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2007, 29 (06) :2562-2580
[40]   Fast computation of stationary joint probability distribution of sparse Markov chains [J].
Ding, Weiyang ;
Ng, Michael ;
Wei, Yimin .
APPLIED NUMERICAL MATHEMATICS, 2018, 125 :68-85
12345