A sequential direct hybrid algorithm to compute stationary distribution of continuous-time Markov chain

作者：

Highlights：

• An algorithm for computing a stationary distribution of continuous-time Markov chain.

• A hybrid algorithm based on the GTH method for large sparse Markov chains.

• The runtime of calculations is reduced several times compared with other methods.

摘要

•An algorithm for computing a stationary distribution of continuous-time Markov chain.•A hybrid algorithm based on the GTH method for large sparse Markov chains.•The runtime of calculations is reduced several times compared with other methods.

论文关键词：Stationary distribution,Large continuous-time Markov chain,Hybrid algorithm,GTH method,Gaussian elimination method

论文评审过程：Received 2 September 2021, Revised 25 May 2022, Accepted 21 June 2022, Available online 28 June 2022, Version of Record 7 July 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.117962