ITERATIVE AND SEMIITERATIVE METHODS FOR COMPUTING STATIONARY PROBABILITY VECTORS OF MARKOV OPERATORS

Authors
MAREK I SZYLD DB
Citation
I. Marek et Db. Szyld, ITERATIVE AND SEMIITERATIVE METHODS FOR COMPUTING STATIONARY PROBABILITY VECTORS OF MARKOV OPERATORS, Mathematics of computation, 61(204), 1993, pp. 719-731
Citations number
31
Categorie Soggetti
Mathematics,Mathematics
Journal title
Mathematics of computation → ACNP
ISSN journal
00255718
Volume
61
Issue
204
Year of publication
1993
Pages
719 - 731
Database
ISI
SICI code
0025-5718(1993)61:204<719:IASMFC>2.0.ZU;2-S
Abstract
Iterative and semi-iterative methods for computing stationary probabil ity vectors of Markov-type operators are proposed and their convergenc e properties are analyzed. The methods studied apply to certain classe s of problems in infinite-dimensional spaces as well as to classical n x n stochastic matrices.