Numerical Solution of Markov Chains.by W. J. Stewart
โ Scribed by Stewart, W. J.
- Book ID
- 125774635
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 240 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0006-341X
- DOI
- 10.2307/2532635
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The convergence of additive and multiplicative Schwarz methods for computing certain characteristics of Markov chains such as stationary probability vectors and mean first passage matrices is studied. The main result is a convergence theorem for multiplicative Schwarz iterations when applied to sing
We consider iterative methods for t;le minimal nonnegativc :~oiu)i()n of the matrix equation G = ~, (), ,G', where the matrices ,4, are nonnegative and \'~ ,)..I, is stocha:4ic. Convergence theory lbr an 'inversion frec algorithm is established. The convergence rale of this algorithm is sho,s'.i ~o