Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II: Fast convergence
type: Item
instance of: scholarly article
title: Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II: Fast convergence
zbMATH Open document ID: 1025.65012
DOI: 10.1016/S0168-9274(02)00232-5
author: Ivo Marek
published in: Applied Numerical Mathematics
publication date: 2003-05-19T00:00:00Z
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 60J22
zbMATH DE Number: 1912430
zbMATH Keywords: finite Markov chains
zbMATH Keywords: stationary probability vectors
zbMATH Keywords: mean first passage
zbMATH Keywords: iterative aggregation/disaggregation methods
zbMATH Keywords: covariance matrix
zbMATH Keywords: convergence
zbMATH Keywords: algorithms
describes a project that uses: MARCA
MaRDI profile type: Publication
cites work: Q3943082
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: Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
cites work: Q3254327
cites work: Frobenius Theory of Positive Operators: Comparison Theorems and Applications
cites work: Q2765617
cites work: Q4940822
cites work: Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
cites work: Q4433870
cites work: Q4463171
cites work: Q5652137
cites work: Q4324960
cites work: Q5342712
Recommended article: Q4433870
Recommended article: Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
Recommended article: Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain
Recommended article: Q2765617
Recommended article: An aggregation/disaggregation algorithm for computing the stationary distribution of a large markov chain
Recommended article: Aggregation/disaggregation iterative methods applied to Leontev systems and Markov chains.
Recommended article: Numerical Experiments with Iteration and Aggregation for Markov Chains
Recommended article: Comparisons Between Aggregation/Disaggregation and a Direct Algorithm for Computing the Stationary Probabilities of a Markov Chain
description: scientific article; zbMATH DE number 1912430