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A note on a variation of Doeblin's condition for uniform ergodicity of Markov chains

โœ Scribed by C. C. Y. Dorea; A. G. C. Pereira


Publisher
Akadmiai Kiad
Year
2006
Tongue
English
Weight
173 KB
Volume
110
Category
Article
ISSN
1588-2632

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A note on the extended convergence of SO
โœ Wilhelm Niethammer ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 321 KB

It is well known that successive overrelaxation (SOR) can be used to compute the stationary distribution of a homogeneous Markov chain. In a long paper Kontovasalis et al. (K. Kontovasalis, R.J. Plemmons, W.J. Stewart, Linear Algebra Appl. 154-156 (1991) showed together with other results that for p