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  • Series Expansions for Finite-State Markov Chains 

    Heidergott, Bernd; Hordijk, Arie; Uitert, Miranda van (Amsterdam : Tinbergen Institute, 2005-09-20)
    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 ...