| Title:
|
Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices (English) |
| Author:
|
Pultarová, Ivana |
| Language:
|
English |
| Journal:
|
Programs and Algorithms of Numerical Mathematics |
| Volume:
|
Proceedings of Seminar. Dolní Maxov, June 3-8, 2012 |
| Issue:
|
2012 |
| Year:
|
|
| Pages:
|
168-173 |
| . |
| Category:
|
math |
| . |
| Summary:
|
We introduce a new way of the analysis of iterative aggregation-disaggregation
methods for computing stationary probability distribution vectors of stochastic matrices. This new approach is based on the Fourier transform of the
error propagation matrix. Exact formula for its spectrum can be obtained if the stochastic matrix is circulant. Some examples are presented. (English) |
| Keyword:
|
stochastic matrices |
| Keyword:
|
Markov chains |
| Keyword:
|
iterative aggregation/disaggregation |
| Keyword:
|
convergence analysis |
| MSC:
|
65C40 |
| MSC:
|
65F08 |
| MSC:
|
65F15 |
| . |
| Date available:
|
2015-07-08T06:44:49Z |
| Last updated:
|
2023-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/702723 |
| . |
