Iterative and semi-iterative methods for computing stationary probability vectors of Markov operators
Ivo Marek, Daniel B. Szyld · Mathematics of Computation · 1993
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 n × n n \times n stochastic matrices.