The conjugate gradient method for computing all the extremal stationary probability vectors of a stochastic matrix

DOI10.1007/BF02481090zbMath0569.60069MaRDI QIDQ1060776

Kunio Tanabe

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481090

zbMATH Keywords

Moore- Penrose inverse; stationary probability vectors; The conjugate gradient method

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60K25: Queueing theory (aspects of probability theory)

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J35: Transition functions, generators and resolvents

15B51: Stochastic matrices

Related Items

Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators, The conjugate gradient method for computing all the extremal stationary probability vectors of a stochastic matrix, A stability theorem for a class of linear evolution systems, Triangular and skew-symmetric splitting method for numerical solutions of Markov chains, A geometric view of Krylov subspace methods on singular systems, Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices, Unnamed Item

Cites Work

• The conjugate gradient method for computing all the extremal stationary probability vectors of a stochastic matrix
• On the Fixed Point Probability Vector of Regular or Ergodic Transition Matrices
• On the Convergence of the Conjugate Gradient Method for Singular Linear Operator Equations
• Methods of conjugate gradients for solving linear systems
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