Regular Markov chains for which the transition matrix has large exponent (Q1587273)
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English | Regular Markov chains for which the transition matrix has large exponent |
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Regular Markov chains for which the transition matrix has large exponent (English)
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10 January 2001
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The exponent \(\exp(T)\) of a primitive \((n\times n)\) nonnegative matrix \(T\) is the smallest positive integer \(r\) for which \(T^r\) is positive. The authors investigate, using condition numbers, the stability of the stationary distributions of \((n\times n)\) primitive stochastic matrices \(P\) for which \(\exp(P)\geq [{(n-1)^2+ 1\over 2}]+ 2\). The work is a sequel to that of \textit{S. J. Kirkland} [Linear Algebra Appl. 253, 103-112 (1997; Zbl 0878.15015)].
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transition matrix
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matrix exponent
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nonnegative matrix
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condition numbers
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stability
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primitive stochastic matrices
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