Schwarz methods for quasi stationary distributions of Markov chains

被引:0
作者
Guangbao Guo
Weidong Zhao
机构
[1] Shandong University,School of Mathematics
来源
Calcolo | 2012年 / 49卷
关键词
Schwarz methods; Markov chains; Quasi stationary distributions; Quasi nonnegative splittings; 60J22; 60J10; 65C40; 65F10;
D O I
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中图分类号
学科分类号
摘要
We study computational schemes for quasi stationary distributions of Markov chains, having matrices which are quasi stochastic, i.e., all of their row sums are less than or equal to one. We develop Schwarz methods for the corresponding distributions. In particular, we get the semiconvergence of additive and multiplicative Schwarz methods, and that of two level Schwarz iterative methods for the quasi stationary distributions (QSDs). We provide two examples of Markov chains with QSDs, to explain our methods.
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页码:21 / 39
页数:18
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