On explicit forms for ergodicity coefficients

DOI10.1016/0024-3795(93)90113-3zbMath0792.15009MaRDI QIDQ1318217

Adolf Rhodius

Publication date: 27 March 1994

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

Full work available at URL: https://doi.org/10.1016/0024-3795(93)90113-3

zbMATH Keywords

stochastic matrices; eigenvalue bounds; ergodicity coefficient; Deutsch-Zenger numerical radius; explicit forms

Mathematics Subject Classification ID

15A42: Inequalities involving eigenvalues and eigenvectors

15A60: Norms of matrices, numerical range, applications of functional analysis to matrix theory

15B51: Stochastic matrices

Related Items

On ergodicity coefficients of infinite stochastic matrices, Comparison of perturbation bounds for the stationary distribution of a Markov chain, On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices, Coefficients of ergodicity and the scrambling index, The convergence of general products of matrices and the weak ergodicity of Markov chains, Explicit forms for ergodicity coefficients of stochastic matrices

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