Approximating stationary measures of structured continuous-time Markov models using matrix diagrams
We consider the stationary solution of large ergodic continuous-time Markov chains
(CTMCs) with a finite state space S, ie, the computation of π as solution of π⊙ Q= 0 subject
to∑ i ε s π [i]= 1, where Q coincides with transition rate matrix R except in its diagonal
elements, Q [i, i]=-∑ j ε s R [i, j].
(CTMCs) with a finite state space S, ie, the computation of π as solution of π⊙ Q= 0 subject
to∑ i ε s π [i]= 1, where Q coincides with transition rate matrix R except in its diagonal
elements, Q [i, i]=-∑ j ε s R [i, j].
We consider the stationary solution of large ergodic continuous-time Markov chains (CTMCs) with a finite state space S, i.e., the computation of π as solution of π · Q = 0 subject to ∑iεsπ[i] = 1, where Q coincides with transition rate matrix R except in its diagonal elements, Q[i, i] = - ∑jεs R [i, j].
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