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 ...
Let A be a stochastic matrix and ε a positive number. We consider all stochastic matrices within ε of A and their corresponding stochastic eigenvectors. A convex polytope containing these vectors is ...
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 ...