Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices (Q1870052): Difference between revisions
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Revision as of 05:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices |
scientific article |
Statements
Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices (English)
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4 May 2003
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Convergence analysis of aggregation/disaggregation algorithms is presented based on fully general splittings of nonnegative type. The methods allow to compute stationary probability vectors of Markov chains containing rare events. The methodology has important applications in railway transportation systems.
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Markov chain
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stochastic matrix
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aggregation/disaggregation procedure
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stationary distribution
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convergence
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algorithms
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splittings
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railway transportation systems
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