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
Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
โ Scribed by Chun Wen; Ting-Zhu Huang; Chao Wang
- Book ID
- 113512094
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 710 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0898-1221
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