Computation of the stationary distribution of an infinite Markov matrix
- 1 February 1973
- journal article
- research article
- Published by Cambridge University Press (CUP) in Bulletin of the Australian Mathematical Society
- Vol. 8 (3) , 333-341
- https://doi.org/10.1017/s0004972700042623
Abstract
An algorithm is presented for computing the unique stationary distribution of an infinite stochastic matrix possessing at least one column whose elements are bounded away from zero. Elementwise convergence rate is discussed by means of two examples.Keywords
This publication has 2 references indexed in Scilit:
- Finite approximations to infinite non-negative matrices, II: refinements and applicationsMathematical Proceedings of the Cambridge Philosophical Society, 1968
- Finite approximations to infinite non-negative matricesMathematical Proceedings of the Cambridge Philosophical Society, 1967