Iterative aggregation/disaggregation method for computing stationary probability vectors of Markov type operators

DOI10.1016/0898-1221(95)00213-8zbMATH Open0874.65108OpenAlexW2079267753MaRDI QIDQ1361268FDOQ1361268

Authors: Ivo Marek, Petr Mayer 

Publication date: 10 November 1997

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(95)00213-8

zbMATH Keywords

global convergencenumerical experimentsstochastic matrixMarkov type operatorstationary probability vectorsiterative aggregation/disaggregation methodsLeontieff type models

Mathematics Subject Classification ID

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)

Cites Work

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• Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
• Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
• An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
• Perturbation of spectral inverses applied to a boundary layer phenomenon arising in chemical networks
• A local convergence proof for the iterative aggregation method
• Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators
• A nonlinear model involving \(M\)-operators. An amplification effect measured in the cascade of vision
• A Boundary Layer Phenomenon for Linear Systems with a Rank Deficient Matrix
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• Semi-Iterative and Iterative Methods for Singular M-Matrices
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• Aggregation in Leontief Matrices and the Labour Theory of Value
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Cited In (4)

• Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
• Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach
• A multi-cluster time aggregation approach for Markov chains
• A visibility graph averaging aggregation operator

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