Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
Convergence analysis of aggregation/disaggregation algorithms is presented based on fully general splittings of nonnegative type. The methods allow to compute stationary probability vectors of Markov chains containing rare events. The methodology has important applications in railway transportation systems.
scientific article; zbMATH DE number 1903567