BIB-VERSION:: CS-TR-v2.0 ID:: STAN//CS-TR-73-335 ENTRY:: September 25, 1995 ORGANIZATION:: Stanford University, Department of Computer Science TITLE:: Computation of the stationary distribution of an infinite Markov matrix. TYPE:: Technical Report AUTHOR:: Golub, Gene H. AUTHOR:: Seneta, Eugene DATE:: January 1973 PAGES:: 13 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. NOTES:: [Adminitrivia V1/Prg/19950925] END:: STAN//CS-TR-73-335