𝔖 Bobbio Scriptorium
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The uniformized power method for transient solutions of Markov processes

✍ Scribed by Haïscam Abdallah; Raymond Marie


Book ID
107950893
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
999 KB
Volume
20
Category
Article
ISSN
0305-0548

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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