alexa An Accelerated Two-level Multigrid Method for Markov Chains

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An Accelerated Two-level Multigrid Method for Markov Chains

The use of Markov chains is of interest in a wide range of applications. For example, the web ranking and information retrieval, queuing systems, stochastic automata networks, manufacturing systems and inventory control [10] and communication systems and so on. In order to analyze their performance measures, it is required to find their stationary probability distributions π by solving the linear system.

 
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