Asymptotic behavior of eigenvalues and random updating schemes (Q688863)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of eigenvalues and random updating schemes |
scientific article |
Statements
Asymptotic behavior of eigenvalues and random updating schemes (English)
0 references
28 November 1993
0 references
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 \(T\downarrow 0\).
0 references
random updating schemes
0 references
stochastic matrix
0 references
convergence rate
0 references
eigenvalues
0 references
