2 citations · 2 across the 1 of their papers we have counts for
2 papers
math.NA2014
Multigrid methods for tensor structured Markov chains with low rank approximation
Matthias Bolten, Karsten Kahl, Sonja Sokolović
Tensor structured Markov chains are part of stochastic models of many practical applications, e.g., in the description of complex production or telephone networks. The most interes…
math.NA2014★ 2 cited
An Adaptively Constructed Algebraic Multigrid Preconditioner for Irreducible Markov Chains
James Brannick, Karsten Kahl, Sonja Sokolovic
The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve no…