Local convergence analysis of iterative aggregation--disaggregation methods with polynomial correction (Q864562)

The paper shows some new results on local convergence analysis of one-class of iterative aggregation-disaggregation methods for computing a stationary probability distribution vector of an irreducible stochastic matrix. Methods where the basic iteration on the fine level corresponds to a multiplication by a polynomial of order one with nonnegative coefficents in the original matrix are considered. It is shown that this process is locally convergent for matrices with positive diagonals or when the coefficients of the polynomial are posititve. There are also some examples for which the process may diverge in local sense for higher degree polynomials even if it converges for a polynomial of a lower degree for the same matrix. The paper is well organized with carefully formulated proofs.