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Year of publication
Subject
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Distribution Problems 1 Perrons eigenvalue 1 Positive Eigenvectors 1 Stochastic matrices 1 general norms 1 global rate of convergence 1 google problem 1 gradient methods 1 page rank 1 power method 1 stochastic matrices 1 strong convexity 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Begoña, Subiza 1 Josep E., Peris 1 José, Silva-Reus 1 NEMIROVSKI, Arkadi 1 NESTEROV, Yurii 1
Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Departamento de Métodos Cuantitativos y Teoría Económica, Facultad de Ciencias Económicas y Empresariales 1
Published in...
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CORE Discussion Papers 1 QM&ET Working Papers 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Perron's Eigenvector for Matrices in Distribution Problems
Begoña, Subiza; José, Silva-Reus; Josep E., Peris - Departamento de Métodos Cuantitativos y Teoría … - 2012
In this paper we consider convex combinations of matrices that arise in the study of distribution problems and analyse the properties of Perron's eigenvalue, and its associated positive eigenvector. We prove that the components in the (normalized) associated positive eigenvector have a monotone...
Persistent link: https://www.econbiz.de/10010991664
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Finding the stationary states of Markov chains by iterative methods
NESTEROV, Yurii; NEMIROVSKI, Arkadi - Center for Operations Research and Econometrics (CORE), … - 2012
In this paper, we develop new methods for approximating dominant eigenvector of column-stochastic matrices. We analyze …
Persistent link: https://www.econbiz.de/10010662657
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