Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case
β Scribed by Attahiru Sule Alfa; Barbara Haas Margolius
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 401 KB
- Volume
- 160
- Category
- Article
- ISSN
- 0254-5330
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π SIMILAR VOLUMES
It is well known that successive overrelaxation (SOR) can be used to compute the stationary distribution of a homogeneous Markov chain. In a long paper Kontovasalis et al. (K. Kontovasalis, R.J. Plemmons, W.J. Stewart, Linear Algebra Appl. 154-156 (1991) showed together with other results that for p
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