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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
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: 2015-07-08
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