Abstract

Iterative aggregation-disaggregation methods for numerical computing of stationary probability distribution vectors of stochastic matrices are studied. The methods can use arbitrary numbers of levels and of smoothing steps. A formula for the error propagation is derived. Using this formula, some asymptotic convergence properties of these methods for non-symmetric problems are demonstrated.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call