On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices

DOI10.1016/0024-3795(95)00706-7zbMath0871.15021MaRDI QIDQ677130

Adolf Rhodius

Publication date: 27 August 1997

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

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00706-7

zbMATH Keywords

ergodicity coefficients; stochastic matrices; infinite products; weakly ergodicity

Mathematics Subject Classification ID

15B51: Stochastic matrices

Related Items

On ergodicity coefficients of infinite stochastic matrices, The convergence of general products of matrices and the weak ergodicity of Markov chains

Cites Work

• A characterization of Dobrushin's coefficient of ergodicity
• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
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• Non-negative matrices and Markov chains. 2nd ed
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• Inhomogeneous Markov Chains
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