Iterative and semi-iterative methods for computing stationary probability vectors of Markov operators
Iterative and semi-iterative methods for computing stationary probability vectors of Markov operators
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 <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="n times n"> <mml:semantics> <mml:mrow> <mml:mi>n</mml:mi> <mml:mo>×<!-- × --></mml:mo> …