Displaying similar documents to “A modification of a class of IAD methods”

Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices

Pultarová, Ivana

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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.

Transforming stochastic matrices for stochastic comparison with the st-order

Tuğrul Dayar, Jean-Michel Fourneau, Nihal Pekergin (2010)

RAIRO - Operations Research

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We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.

Transforming stochastic matrices for stochastic comparison with the st-order

Tuğrul Dayar, Jean-Michel Fourneau, Nihal Pekergin (2003)

RAIRO - Operations Research - Recherche Opérationnelle

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We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.