A note on local and global convergence analysis of iterative aggregation-disaggregation methods
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چکیده
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.
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تاریخ انتشار 2005