We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...

This is a preview. Log in through your library . Abstract We have two aims in this paper. First, we generalize the well-known theory of matrix-geometric methods of Neuts to more complicated Markov ...

Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...