Monotone iterative methods for Markov chains
نویسندگان
چکیده
منابع مشابه
Finding the stationary states of Markov chains by iterative methods
Keywords: Google problem Power Method Stochastic matrices Global rate of convergence Gradient methods Strong convexity a b s t r a c t In this paper, we develop new methods for approximating dominant eigenvector of column-stochastic matrices. We analyze the Google matrix, and present an averaging scheme with linear rate of convergence in terms of 1-norm distance. For extending this convergence ...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1995
ISSN: 0024-3795
DOI: 10.1016/0024-3795(93)00357-6