A functional form for a particular coefficient of ergodicity

DOI10.2307/3213840zbMath0501.60074OpenAlexW2324921742MaRDI QIDQ3966883

Choon Peng Tan

Publication date: 1982

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213840

zbMATH Keywords

coefficient of ergodicity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (17)

Explicit forms for ergodicity coefficients and spectrum localization ⋮ Coefficients of ergodicity generated by non-symmetrical vector norms ⋮ System behavior in quotient systems ⋮ The maximal value for coefficients of ergodicity ⋮ Some properties of ergodicity coefficients with applications in spectral graph theory ⋮ Inclusion regions and bounds for the eigenvalues of matrices with a known eigenpair ⋮ On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices ⋮ On ergodicity coefficients of infinite stochastic matrices ⋮ Spectrum localization by ergodicity coefficients for stochastic matrices ⋮ Comparison of perturbation bounds for the stationary distribution of a Markov chain ⋮ Coefficients of ergodicity and the scrambling index ⋮ Unnamed Item ⋮ Bounds for sums of eigenvalues and applications ⋮ Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices ⋮ Explicit Solutions to Optimization Problems on the Intersections of the Unit Ball of the $l_1 $ and $l_\infty $ Norms with a Hyperplane ⋮ Results on limiting sets of Markov set chains ⋮ On explicit forms for ergodicity coefficients

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