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  • Search: subject:"coupled processors"
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Year of publication
Subject
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(Taylor) series expansion 4 coupled processors 4 finite-state Markov chain 4 measure-valued derivatives 4 Derivat 1 Derivative 1 Markov chain 1 Markov-Kette 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2 Undetermined 2
Author
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Heidergott, Bernd 4 Hordijk, Arie 4 Uitert, Miranda van 2 Uitert, Maria Johanna Gerarda van 1 van Uitert, Miranda 1
Institution
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Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
Series Expansions for Finite-State Markov Chains
Heidergott, Bernd; Hordijk, Arie; van Uitert, Miranda - 2005
This paper 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.
Persistent link: https://www.econbiz.de/10010325224
Saved in:
Cover Image
Series Expansions for Finite-State Markov Chains
Heidergott, Bernd; Hordijk, Arie; Uitert, Miranda van - Tinbergen Instituut - 2005
This paper 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.
Persistent link: https://www.econbiz.de/10011256872
Saved in:
Cover Image
Series Expansions for Finite-State Markov Chains
Heidergott, Bernd; Hordijk, Arie; Uitert, Miranda van - Tinbergen Institute - 2005
This paper 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.
Persistent link: https://www.econbiz.de/10005137181
Saved in:
Cover Image
Series expansions for finite-state Markov chains
Heidergott, Bernd; Hordijk, Arie; Uitert, Maria Johanna … - 2005
This paper 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.
Persistent link: https://www.econbiz.de/10011346475
Saved in:
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