Computation of the stationary distribution of an infinite stochastic matrix of special form

DOI10.1017/S0004972700040867zbMath0274.15013MaRDI QIDQ5181479

Gene H. Golub, Eugene Seneta

Publication date: 1974

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic processes (60G99) Stochastic matrices (15B51) Algorithms in computer science (68W99)

Related Items (2)

Bounded truncation error for long-run averages in infinite Markov chains ⋮ Computing the stationary distribution for infinite Markov chains

Cites Work

• ON THE MAXIMA OF ABSORBING MARKOV CHAINS
• Representation Theory for Denumerable Markov Chains

This page was built for publication: Computation of the stationary distribution of an infinite stochastic matrix of special form