Iterative Aggregation/Disaggregation Methods for Computing Some Characteristics of Markov Chains

  • Authors:
  • Ivo Marek;Petr Mayer

  • Affiliations:
  • -;-

  • Venue:
  • LSSC '01 Proceedings of the Third International Conference on Large-Scale Scientific Computing-Revised Papers
  • Year:
  • 2001

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Abstract

A class of iterative aggregation/disaggregation methods (IAD) for computation some important characteristics of Markov chains such as stationary probability vectors and mean first passage times matrices is presented and convergence properties of the corresponding algorithms are analyzed.