Iterative algorithms for large stochastic matrices

DOI10.1016/0024-3795(91)90374-6zbMath0731.65021OpenAlexW2071029060MaRDI QIDQ808164

Pierre Semal

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0024-3795(91)90374-6

zbMATH Keywords

performanceconvergence ratesiterative methodsJacobi methodpower methodstochastic matrixGauss- Seidel method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

Cites Work

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• Matrix Methods for Queuing Problems
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
• Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
• Aggregation with an error of O (ε ² )
• Return times in nearly-completely decomposable stochastic processes

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