An aggregation/disaggregation algorithm for computing the stationary distribution of a large markov chain (Q4021160)

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An aggregation/disaggregation algorithm for computing the stationary distribution of a large markov chain
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    An aggregation/disaggregation algorithm for computing the stationary distribution of a large markov chain (English)
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    17 January 1993
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    stationary distribution of a large Markov chain
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    stochastic matrices
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    computational improvement
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    degree of coupling
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    error of the approximation
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