Cesaro limits of analytically perturbed stochastic matrices (Q697061): Difference between revisions

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Property / cites work: A Reduction Process for Perturbed Markov Chains / rank
 
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Latest revision as of 16:05, 4 June 2024

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Cesaro limits of analytically perturbed stochastic matrices
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    Cesaro limits of analytically perturbed stochastic matrices (English)
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    12 September 2002
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    Let \(P_0\) be a stochastic matrix with no eigenvalue other than \(1\) on the unit circle and let \(P(\varepsilon)=P_0+A(\varepsilon)\) be an analytic perturbation which is still stochastic for small enough positive \(\varepsilon\). The authors determine the limit \(\lim_{\varepsilon\downarrow 0}\frac 1{N(\varepsilon)}\sum_{l=1}^{N(\varepsilon)} P^l(\varepsilon)\), where \(N(\varepsilon)\uparrow\infty\) at various rates.
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    analytic perturbation
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    Cesaro limit
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    Markov chain
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    stochastic matrix
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