Asymptotic behavior of eigenvalues and random updating schemes (Q688863)
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scientific article; zbMATH DE number 438621
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| English | Asymptotic behavior of eigenvalues and random updating schemes |
scientific article; zbMATH DE number 438621 |
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Asymptotic behavior of eigenvalues and random updating schemes (English)
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28 November 1993
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Let \(Q(T)\) be an \(M\times M\) stochastic matrix whose entries defined upon a small positive parameter \(T\). For \((Q(T))_{ij}\) asymptotic to a form \(\exp(-{1\over T}U_{ij})\) when \(i\neq j\), an algorithm is developed to find the convergence rate of the eigenvalues of \(Q(T)\) as \(T\downarrow 0\).
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random updating schemes
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stochastic matrix
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convergence rate
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eigenvalues
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0.7243435382843018
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0.7155852317810059
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