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

DOI10.1016/0898-1221(95)00213-8MaRDI QIDQ1361268zbMATH OpenOpenAlexFDO

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 convergenceiterative aggregation/disaggregation methodsLeontieff type modelsMarkov type operatornumerical experimentsstationary probability vectorsstochastic matrix

Mathematics Subject Classification ID

Equations and inequalities involving linear operators, with vector unknowns (47A50) Diffusion processes (60J60) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to equations with linear operators (65J10)

Cites work

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• Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
• Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
• Local convergence of the (exact and inexact) iterative aggregation method for linear systems and Markov operators
• Perturbation of spectral inverses applied to a boundary layer phenomenon arising in chemical networks
• Semi-Iterative and Iterative Methods for Singular M-Matrices

Cited in

(4)

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

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