Article ID Journal Published Year Pages File Type
4603986 Linear Algebra and its Applications 2006 15 Pages PDF
Abstract

The purpose of the paper is to present some convergence properties of the iterative aggregation–disaggregation method for computing a stationary probability distribution vector of a column stochastic matrix. A sufficient condition for the local convergence property and the corresponding rate of convergence are established. Some global convergence considerations are presented. Several illustrative examples are included.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory