Report Number: CS-TR-73-335
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