Computation of stationary probabilities of a Markovian system consisting of nearly independent subsystems
Yukio Takahashi · Advances in Applied Probability · 1984
A numerical method is proposed for computing the stationary probabilities of a Markovian system consisting of two subsystems with slight interrelation. It exploits the independent features of the subsystems for evaluating the effects of their interrelation. In a test with a simple example, the numerical method proposed required less computational burden than other common numerical methods.