Convergence issues in the theory and practice of iterative aggregation/disaggregation methods

zbMath1190.65013MaRDI QIDQ964104

Ivo Marek, Ivana Pultarová, Petr Mayer

Publication date: 14 April 2010

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226570

zbMATH Keywords

convergenceiterative aggregation/disaggregationstationary probability vector of Markov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Aggregation-iterative analogues and generalizations of projection-iterative methods ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Unconventional analogs of single-parametric method of iterational aggregation

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