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Numerical Solution of Markov Chains


Michele Benzi, Department of Mathematics and Computer Science, Emory University, Atlanta, GA 30322, USA.



This special issue contains a selection of papers from the Sixth International Workshop on the Numerical Solution of Markov Chains, held in Williamsburg, Virginia on September 16–17, 2010. The papers cover a broad range of topics including perturbation theory for absorbing chains, bounding techniques, steady-state and transient solution methods, multilevel algorithms, preconditioning, and applications. Copyright © 2011 John Wiley & Sons, Ltd.