Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices
- Programs and Algorithms of Numerical Mathematics, Publisher: Institute of Mathematics AS CR(Prague), page 168-173
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topPultarová, Ivana. "Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices." Programs and Algorithms of Numerical Mathematics. Prague: Institute of Mathematics AS CR, 2013. 168-173. <http://eudml.org/doc/271423>.
@inProceedings{Pultarová2013,
abstract = {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.},
author = {Pultarová, Ivana},
booktitle = {Programs and Algorithms of Numerical Mathematics},
keywords = {stochastic matrices; Markov chains; iterative aggregation/disaggregation; convergence analysis},
location = {Prague},
pages = {168-173},
publisher = {Institute of Mathematics AS CR},
title = {Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices},
url = {http://eudml.org/doc/271423},
year = {2013},
}
TY - CLSWK
AU - Pultarová, Ivana
TI - Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices
T2 - Programs and Algorithms of Numerical Mathematics
PY - 2013
CY - Prague
PB - Institute of Mathematics AS CR
SP - 168
EP - 173
AB - 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.
KW - stochastic matrices; Markov chains; iterative aggregation/disaggregation; convergence analysis
UR - http://eudml.org/doc/271423
ER -
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