Approximating stationary measures of structured continuous-time Markov models using matrix diagrams
Gianfranco Ciardo, Andrew S. Miner, Min Wan, Andy Jinqing Yu · ACM SIGMETRICS Performance Evaluation Review · 2007
We consider the stationary solution of large ergodic continuous-time Markov chains (CTMCs) with a finite state space S , i.e., the computation of π as solution of π · Q = 0 subject to ∑ i ε s π[ i ] = 1, where Q coincides with transition rate matrix R except in its diagonal elements, Q [ i, i ] = - ∑ j ε s R [ i, j ].