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.

A PERRON ITERATION FOR THE SOLUTION OF A QUADRATIC VECTOR EQUATION ARISING IN MARKOVIAN BINARY TREES

MEINI, BEATRICE;POLONI, FEDERICO GIOVANNI
2011

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.
Meini, Beatrice; Poloni, FEDERICO GIOVANNI
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/189505
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