A Perron iteration for the solution of a quadratic vector equation arising in Markovian Binary Trees
Numerical Analysis
2011-11-08 v1
Abstract
We propose a novel numerical method for solving a quadratic vector equation arising in Markovian Binary Trees. The numerical method consists in a fixed point iteration, expressed by means of the Perron vectors of a sequence of nonnegative matrices. A theoretical convergence analysis is performed. The proposed method outperforms the existing methods for close-to-critical problems.
Keywords
Cite
@article{arxiv.1006.0577,
title = {A Perron iteration for the solution of a quadratic vector equation arising in Markovian Binary Trees},
author = {Beatrice Meini and Federico Poloni},
journal= {arXiv preprint arXiv:1006.0577},
year = {2011}
}