Computation of the stationary distribution of an infinite Markov matrix

G.H. Golub, E. Seneta
1973 Bulletin of the Australian Mathematical Society  
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.
doi:10.1017/s0004972700042623 fatcat:evfcvhuj3fftpa3ysyjtmt2m6a