Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
type: Item
instance of: scholarly article
title: Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
zbMATH Open document ID: 1018.65048
DOI: 10.1016/S0024-3795(02)00333-6
author: Ivo Marek
author: Petr Mayer
published in: Linear Algebra and its Applications
publication date: 2003-05-04T00:00:00Z
review text: 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.
reviewed by: F. Szidarovszky
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 15B51
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 1903567
zbMATH Keywords: Markov chain
zbMATH Keywords: stochastic matrix
zbMATH Keywords: aggregation/disaggregation procedure
zbMATH Keywords: stationary distribution
zbMATH Keywords: convergence
zbMATH Keywords: algorithms
zbMATH Keywords: splittings
zbMATH Keywords: railway transportation systems
describes a project that uses: MARCA
MaRDI profile type: Publication
cites work: Q3943082
cites work: A model of amplification
cites work: Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
cites work: Block iterative algorithms for stochastic matrices
cites work: Comparison of Partitioning Techniques for Two-Level Iterative Solvers on Large, Sparse Markov Chains
cites work: On the Effects of Using the Grassmann–Taksar–Heyman Method in Iterative Aggregation–Disaggregation
cites work: An Implementation of Tarjan's Algorithm for the Block Triangularization of a Matrix
cites work: Q5805016
cites work: Block cyclic SOR for Markov chains with \(p\)-cyclic infinitesimal generator
cites work: Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
cites work: On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices
cites work: On a two-level multigrid solution method for finite Markov chains
cites work: Frobenius Theory of Positive Operators: Comparison Theorems and Applications
cites work: Q4940822
cites work: Q2765617
cites work: Splittings ofM-operators: Irreducibility and the index of the iteration operator
cites work: Q5652137
cites work: Q4324960
cites work: Q5342712
description: scientific article; zbMATH DE number 1903567