On a two-level multigrid solution method for finite Markov chains

DOI10.1016/0024-3795(95)00166-OzbMath0831.65149OpenAlexW2079700487MaRDI QIDQ1894507

Udo R. Krieger

Publication date: 18 February 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00166-o

zbMATH Keywords

error analysishomogeneous Markov chainalgebraic multigrid schemeiterative aggregation-disaggregation technique

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Probabilistic methods, stochastic differential equations (65C99)

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