Institution: Stanford University, Department of Computer Science

Title: Computation of the stationary distribution of an infinite Markov matrix.

Author: Golub, Gene H.

Author: Seneta, Eugene

Date: January 1973

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.

http://i.stanford.edu/pub/cstr/reports/cs/tr/73/335/CS-TR-73-335.pdf