On perturbations of non-diagonalizable stochastic matrices of order 3 (Q2288789)
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English | On perturbations of non-diagonalizable stochastic matrices of order 3 |
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On perturbations of non-diagonalizable stochastic matrices of order 3 (English)
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20 January 2020
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Given a stochastic \(3\times 3\) matrix which is non-diagonalizable (hence has eigenvalues \(1\) and \(\lambda\)), it is proved that it is possible to perturb this matrix to obtain a new stochastic matrix whose eigenspace corresponding to the eigenvalue \(1\) is the same and with three different eigenvalues \(1\), \(\mu\), \(\nu\) such that \(\mu\), \(\nu\) are arbitrarily close to \(\lambda\).
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Markov chains
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stochastic matrices
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perturbation theory
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non-diagonalizable matrices
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