Computation of the stationary distribution of an infinite stochastic matrix of special form
- 17 April 1974
- journal article
- research article
- Published by Cambridge University Press (CUP) in Bulletin of the Australian Mathematical Society
- Vol. 10 (2) , 255-261
- https://doi.org/10.1017/s0004972700040867
Abstract
An algorithm is presented for computing the unique stationary distribution of an infinite regular stochastic matrix of a structural form subsuming both upper-Hessenberg and generalized renewal matrices of this kind. Convergence is elementwise, monotone from above, from information within finite truncations, of increasing order.Keywords
This publication has 1 reference indexed in Scilit:
- Representation Theory for Denumerable Markov ChainsTransactions of the American Mathematical Society, 1966