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

被引：20

作者：

MAREK, I ^{[1
]}

SZYLD, DB ^{[1
]}

机构：

[1] TEMPLE UNIV, DEPT MATH, PHILADELPHIA, PA 19122 USA

来源：

MATHEMATICS OF COMPUTATION | 1993年 / 61卷 / 204期

关键词：

K-STOCHASTIC OPERATORS; MARKOV TYPE OPERATORS; STATIONARY PROBABILITY VECTORS; ITERATIVE METHODS; SEMIITERATIVE METHODS;

D O I：

10.2307/2153249

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Iterative and semi-iterative methods for computing stationary probability vectors of Markov-type operators are proposed and their convergence properties are analyzed. The methods studied apply to certain classes of problems in infinite-dimensional spaces as well as to classical n x n stochastic matrices.

引用

页码：719 / 731

页数：13

共 31 条

[1]

Ananthakrishnan M., 2012, COMM STAT STOCHASTIC, V11, P1

[2] SEMI-ITERATIVE AND ITERATIVE METHODS FOR SINGULAR M-MATRICES [J].