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：

暂无

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.

引用

页码：21 / 39

页数：18

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