Iterative aggregation/disaggregation method for computing stationary probability vectors of Markov type operators
global convergencenumerical experimentsstochastic matrixMarkov type operatorstationary probability vectorsiterative aggregation/disaggregation methodsLeontieff type models
Probabilistic methods, stochastic differential equations (65C99) Diffusion processes (60J60) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Equations and inequalities involving linear operators, with vector unknowns (47A50) Numerical solutions to equations with linear operators (65J10)
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