Stochastic Matrices and the Perron-Frobenius Theorem (Q7361577)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
AFP entry Stochastic_Matrices
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic Matrices and the Perron-Frobenius Theorem |
AFP entry Stochastic_Matrices |
Statements
22 November 2017
0 references
René Thiemann
0 references
Stochastic Matrices and the Perron-Frobenius Theorem (English)
0 references
Stochastic matrices are a convenient way to model discrete-time and finite state Markov chains. The Perron–Frobenius theorem tells us something about the existence and uniqueness of non-negative eigenvectors of a stochastic matrix. In this entry, we formalize stochastic matrices, link the formalization to the existing AFP-entry on Markov chains, and apply the Perron–Frobenius theorem to prove that stationary distributions always exist, and they are unique if the stochastic matrix is irreducible.
0 references
