On explicit forms for ergodicity coefficients

DOI10.1016/0024-3795(93)90113-3zbMath0792.15009OpenAlexW2077837299MaRDI QIDQ1318217

Adolf Rhodius

Publication date: 27 March 1994

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(93)90113-3

zbMATH Keywords

stochastic matriceseigenvalue boundsergodicity coefficientDeutsch-Zenger numerical radiusexplicit forms

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Stochastic matrices (15B51)

Related Items

On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices, On ergodicity coefficients of infinite stochastic matrices, Comparison of perturbation bounds for the stationary distribution of a Markov chain, Coefficients of ergodicity and the scrambling index, The convergence of general products of matrices and the weak ergodicity of Markov chains, Explicit forms for ergodicity coefficients of stochastic matrices

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