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

68Q25: Analysis of algorithms and problem complexity

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

60G99: Stochastic processes

15B51: Stochastic matrices

68W99: Algorithms in computer science

Related Items

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

Cites Work

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