Décomposition de L-matrices et probabilités stationnaires. (Decomposition of L-matrices and steady states probabilities). (French) Zbl 0718.60075

Pellaumail, Jean

C. R. Acad. Sci., Paris, Sér. I 312, No. 6, 459-462 (1991).

A decomposition theorem for some L-matrices is stated. This theorem gives an efficient way for computing steady states probabilities of Markovian processes. A key technique is to prove that some submatrices are M- matrices.

Reviewer: J.Pellaumail

MSC:

60J10	Markov chains (discrete-time Markov processes on discrete state spaces)
60G10	Stationary stochastic processes

Keywords:

decomposition theorem; computing steady states probabilities