The paper introduces some new results on local convergence analysis of one class of iterative aggregationdisaggregation methods for computing a stationary probability distribution vector of an irreducible stochastic matrix. We focus on methods, where the basic iteration on the fine level corresponds
A note on local and global convergence analysis of iterative aggregation–disaggregation methods
✍ Scribed by Ivo Marek; Ivana Pultarová
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 141 KB
- Volume
- 413
- Category
- Article
- ISSN
- 0024-3795
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## Abstract This paper concludes one part of the local convergence analysis of a certain class of iterative aggregation–disaggregation methods for computing a stationary probability distribution vector of an irreducible stochastic matrix __B__. We show that the local convergence of the algorithm is
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