NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS
DOI10.15807/JORSJ.40.283zbMath0894.90106OpenAlexW2170982571MaRDI QIDQ4366141
Publication date: 18 November 1997
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.40.283
ergodic Markov chainslarge-scale Markov chainsblock Gauss-Seidel algorithmglobal geometric convergence
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Operations research and management science (90B99)
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