Perron eigenvector of the Tsetlin matrix (Q1870036): Difference between revisions

A library with \(n\geq 3\) books is considered. Fix \(k\), \(1\leq k\leq n\). Move-to-position \(k\) scheme is considered, i.e. at each unit of time a book is removed and is put back in the \(k\)th position. Let \(P=(p_{ij})\) be an \(n\times n\) stochastic matrix, where \(p_{ij}\) is the probability that if the \(i\)th book is requested at the given unit of time, then at the subsequent unit of time the \(j\)th book is requested. The transition matrix of the associated Markov chain on \(S_n\) is called the \(k\)th Tsetlin matrix of \(P\) and denoted by \(\mathcal T_{k}(P)\). Some identities involving Perron complement are shown and used to obtain the main results of the paper: formulae for left Perron eigenvectors of \(\mathcal T_{k}(P)\) for \(k=1\), \(k=2\), \(k=n\), \(k=n-1\). The problem of finding expressions for left Perron eigenvectors of \(\mathcal T_{k}(P)\) for \(2<k<n-1\) remains open.