On perturbations of non-diagonalizable stochastic matrices of order 3 (Q2288789)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On perturbations of non-diagonalizable stochastic matrices of order 3
scientific article

    Statements

    On perturbations of non-diagonalizable stochastic matrices of order 3 (English)
    0 references
    0 references
    0 references
    20 January 2020
    0 references
    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 \(\lambda\).
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Markov chains
    0 references
    stochastic matrices
    0 references
    perturbation theory
    0 references
    non-diagonalizable matrices
    0 references
    0 references