The Computation of Stationary Distributions on Markov Chains through Perturbations.
Jeffrey J. Hunter · 1988
An algorithmic procedure for the determination of the stationary distribution of a finite, m-state, irreducible Markov chain, that does not require the use of methods for solving systems of linear equations, is presented.The technique is based upon a succession of m, rank one, perturbations of the trivial doubly stochastic matrix whose known steady state vector is updated at each stage to yield the required stationary probability vector.