Computation of the stationary distribution of an infinite stochastic matrix of special form
Gene Howard Golub, Eugene B. Seneta · Bulletin of the Australian Mathematical Society · 1974
An algorithm is presented for computing the unique stationary distribution of an infinite regular stochastic matrix of a structural form subsuming both upper-Hessenberg and generalized renewal matrices of this kind. Convergence is elementwise, monotone from above, from information within finite truncations, of increasing order.