Stochastic Bounds for Markov Chains with the Use of GPU

The authors present a new approach to find stochastic bounds for a Markov chain – namely with the use of the GPU for computing the bounds. A known algorithm [1, 2] is used and it is rewritten to suit the GPU architecture with the cooperation of the CPU. The authors do some experiments with matrices from various models as well as some random matrices. The tests are analyzed and some future considerations are given.

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