Products of stochastic matrices and applications
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DOI10.1155/S0161171289000268zbMATH Open0673.15010MaRDI QIDQ1120639FDOQ1120639
Authors: Harry Cohn 
Publication date: 1989
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/46374
Recommendations
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)
Cited In (16)
- Tight estimates for convergence of some non-stationary consensus algorithms
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- Product of Random Stochastic Matrices and Distributed Averaging
- On ergodicity coefficients of infinite stochastic matrices
- Inclusion relations between outhostochastic matrices and products of pinching matrices
- The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains
- Title not available (Why is that?)
- Title not available (Why is that?)
- On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion
- Products of 2 × 2 stochastic matrices with random entries
- Topics in products of random matrices
- Explicit stationary distributions for compositions of random functions and products of random matrices
- Recurrence and transience for finite probabilistic tables
- Title not available (Why is that?)
- Ergodicity for products of infinite stochastic matrices
- Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
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