Convergence analysis of an iterative agg
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Ivo Marek; Petr Mayer
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Article
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1998
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John Wiley and Sons
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English
โ 104 KB
๐ 2 views
An aggregation/disaggregation iterative algorithm for computing stationary probability vectors of stochastic matrices is analysed. Two convergence results are presented. First, it is shown that fast, global convergence can be achieved provided that a sufficiently high number of relaxations is perfor