Iterative and semi-iterative methods for computing stationary probability vectors of Markov operators-Reference-Cited by-同舟云学术

Iterative and semi-iterative methods for computing stationary probability vectors of Markov operators

Published:1993 Issue:204 Volume:61 Page:719-731
ISSN:0025-5718
Container-title:Mathematics of Computation
language:en
Short-container-title:Math. Comp.

Author:

Marek Ivo,Szyld Daniel B.

Abstract

Iterative and semi-iterative methods for computing stationary probability vectors of Markov-type operators are proposed and their convergence properties are analyzed. The methods studied apply to certain classes of problems in infinite-dimensional spaces as well as to classical n × n n \times n stochastic matrices.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Link

http://www.ams.org/mcom/1993-61-204/S0025-5718-1993-1192973-1/S0025-5718-1993-1192973-1.pdf

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