Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices

DOI10.1016/S0024-3795(02)00333-6zbMath1018.65048MaRDI QIDQ1870052

Petr Mayer, Ivo Marek

Publication date: 4 May 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsconvergencesplittingsMarkov chainstationary distributionstochastic matrixaggregation/disaggregation procedurerailway transportation systems

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

Related Items (10)

A note on local and global convergence analysis of iterative aggregation-disaggregation methods. ⋮ Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach ⋮ Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II: Fast convergence ⋮ Local convergence analysis of iterative aggregation--disaggregation methods with polynomial correction ⋮ Aggregation Methods for Computing Steady States in Statistical Physics ⋮ Convergence of multi-level iterative aggregation-disaggregation methods ⋮ The extrapolation-accelerated multilevel aggregation method in PageRank computation ⋮ Fast multilevel methods for Markov chains ⋮ Physiology and pathology of iterative aggregation–disaggregation methods ⋮ Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method

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