Download PDFOpen PDF in browserEfficient Algorithms for Computation of Equilibrium/Transient Probability Distribution of Finite Markov Chains: Potential Lower Bound on Computational ComplexityEasyChair Preprint 490, version 512 pages•Date: March 8, 2020AbstractIn this research paper, efficient algorithms for computation of equilibrium as well as transient probability distribution of arbitrary finite state space Continuous Time Markov Chain are proposed. The effective idea is to solve a structured systems of linear equations efficiently. The algorithms potentially achieve lower bound on the computational complexity ( of solving structured system of linear equations arising in the equilibrium/transient analysis of Continuous Time Markov Chains ). Keyphrases: Lower Bound on Complexity, Markov chains, Transient distribution, efficient algorithms, equilibrium distribution
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