Compartmental systems and computation their stationary probability vectors

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21110%2F12%3A00196695" target="_blank" >RIV/68407700:21110/12:00196695 - isvavai.cz</a>

Result on the web

<a href="http://siamla2012.webs.upv.es/" target="_blank" >http://siamla2012.webs.upv.es/</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Compartmental systems and computation their stationary probability vectors

Original language description

To compute stationary probability vectors of Markov chains whose transition matrices are cyclic of index p may be a difficult task if p becomes large. A class of iterative aggregation/disaggregation methods (IAD) is proposed to overcome the difficulty. It is shown that the rate of convergence of the proposed IAD processes is governed by the maximal modulus of the eigenvalues laying out of the peripheral spectrum of the smoothing matrix. The examined generators of Markov chains come from compartmental systems and cause that the transition matrices under consideration may depend upon the appropriate stationary probability vectors. The nonlinearity represents further difficulties in computation.

Czech name

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Czech description

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Type

O - Miscellaneous

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2012

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů