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Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain - MaRDI portal

Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain (Q3777418)

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Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain
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    Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain (English)
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    1987
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    aggregation/disaggregation procedures
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    successive approximation methods
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    stationary distribution of a finite Markov chain
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    Numerical examples
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    nearly completely decomposable stochastic matrices
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