Explicit forms for ergodicity coefficients and spectrum localization

DOI10.1016/0024-3795(84)90079-XzbMath0594.15007MaRDI QIDQ1076766

Eugene Seneta

Publication date: 1984

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

ergodicity coefficients; eigenvalue bounds; non-Perron-Frobenius eigenvalues; non-unit eigenvalues; primitive nonnegative matrix

Mathematics Subject Classification ID

15A42: Inequalities involving eigenvalues and eigenvectors

15B48: Positive matrices and their generalizations; cones of matrices

15B51: Stochastic matrices

Related Items

Sensitivity and convergence of uniformly ergodic Markov chains, Comparison of perturbation bounds for the stationary distribution of a Markov chain, Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices, Sensitivity of finite Markov chains under perturbation, Sensitivity of hidden Markov models, Explicit Solutions to Optimization Problems on the Intersections of the Unit Ball of the $l_1 $ and $l_\infty $ Norms with a Hyperplane, Unnamed Item

Cites Work

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• Non-negative matrices and Markov chains. 2nd ed
• Spectrum localization by ergodicity coefficients for stochastic matrices
• Coefficients of ergodicity with respect to vector norms
• A functional form for a particular coefficient of ergodicity
• Coefficients of ergodicity: structure and applications