A class of iterative aggregation/disaggregation methods(IAD) for computation some important characteristics of Markov chainssuch as stationary probability vectors and mean first passage times matricesis presented and convergence properties of the corresponding algorithmsare analyzed.
CITATION STYLE
Marek, I., & Mayer, P. (2001). Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 2179, pp. 68–80). Springer Verlag. https://doi.org/10.1007/3-540-45346-6_6
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