OnM-multisplittings of singularM-matrices with application to Markov chains

DOI10.1002/(SICI)1099-1506(199807/08)5:4%3C299::AID-NLA103%3E3.0.CO;2-VMaRDI QIDQ4940824zbMATH OpenOpenAlexFDO

Authors R. Bru, Rafael Cantó, Joan-Josep Climent

Publication date 27 February 2000

Full work available at URL https://doi.org/10.1002/(sici)1099-1506(199807/08)5:4%3C299::aid-nla103%3E3.0.co;2-v

zbMATH Keywords

Markov chainsiterative methodssingular linear systemsindex of a matrixmultisplittings\textit{M}-splittings\textit{Q}-matrices

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(15)

• Comparison results for parallel multisplitting methods with applications to AOR methods
• Semiconvergence of parallel multisplitting methods for symmetric positive semidefinite linear systems.
• On parallel multisplitting iterative methods for singular linear systems
• Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains
• On the convergence of subproper (multi)-splitting methods for solving rectangular linear systems
• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• Convergent Regular Splittings for Singular M-Matrices
• On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems
• Convergent Iterations for Computing Stationary Distributions of Markov Chains
• Iterative methods for solving the stationary distribution of Markov chains
• Generalized triangular and symmetric splitting method for steady state probability vector of stochastic matrices
• On the convergence of iterative methods for solving singular linear systems
• On parallel multisplitting methods for symmetric positive semidefinite linear systems
• Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices
• scientific article; zbMATH DE number 2098314 (Why is no real title available?)

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