Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators

DOI10.2307/2153249zbMath0788.65142OpenAlexW4238580594MaRDI QIDQ4274392

Ivo Marek, Daniel B. Szyld

Publication date: 30 May 1994

Full work available at URL: https://doi.org/10.2307/2153249

zbMATH Keywords

convergencestochastic matrixsemi-iterative methodsstationary probability vectors\(K\)-stochastic operatorsMarkov-type operators

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Iterative aggregation/disaggregation method for computing stationary probability vectors of Markov type operators ⋮ Acute perturbation of the group inverse ⋮ Perturbation analysis of singular linear systems with arbitrary index. ⋮ Representations for the Drazin inverse of the sum \(P+Q+R+S\) and its applications ⋮ Convergence and quotient convergence of iterative methods for solving singular linear equations with index one ⋮ The Ostrowski-Reich theorem for SOR iterations: Extensions to the rank deficient case ⋮ Comparison theorems for the convergence factor of iterative methods for singular matrices

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