Simplicial algorithms for computing stationary probabilities of stochastic matrices

摘要

The so called simplicial algorithms are put into use to compute the stationary probability distributions of stochastic matrices. This is a typical example of application of simplicial algorithms to compute the fixed points of a continuous map (Brouwer's theorem). We further demonstrate the variable grid refinement approach involved in the simplicial algorithms. The variable grid refinement scheme gives good accuracy and acceptable average computational complexity.