Geodesic
Aggregation/disaggregation iterative methods applied to Leontev systems and Markov chains
Applications of Mathematics, Tome 47 (2002) no. 2, pp. 139-156.

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The paper surveys some recent results on iterative aggregation/disaggregation methods (IAD) for computing stationary probability vectors of stochastic matrices and solutions of Leontev linear systems. A particular attention is paid to fast IAD methods.
DOI : 10.1023/A:1021785102298
Classification : 15A06, 15A51, 65C40, 65F10
Keywords: Leontev model; Markov chain; stochastic matrix; aggregation; stationary probability vector 
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Marek, Ivo; Mayer, Petr. Aggregation/disaggregation iterative methods applied to Leontev systems and Markov chains. Applications of Mathematics, Tome 47 (2002) no. 2, pp. 139-156. doi : 10.1023/A:1021785102298. http://geodesic.mathdoc.fr/articles/10.1023/A:1021785102298/

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