On the Convergence of a Class of Multilevel Methods for Large Sparse Markov Chains

DOI10.1137/060651161zbMath1148.60050OpenAlexW2033362846MaRDI QIDQ3516141

Peter Buchholz, Tuǧrul Dayar

Publication date: 1 August 2008

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060651161

zbMATH Keywords

multigridmultilevel methodssparse Markov chainaggregation-disaggregationKronecker-based numerical techniques

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Vector and tensor algebra, theory of invariants (15A72) Continuous-time Markov processes on discrete state spaces (60J27)

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