On explicit forms for ergodicity coefficients

DOI10.1016/0024-3795(93)90113-3zbMath0792.15009OpenAlexW2077837299MaRDI 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 matriceseigenvalue boundsergodicity coefficientDeutsch-Zenger numerical radiusexplicit forms

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Stochastic matrices (15B51)

Related Items (6)

On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices ⋮ On ergodicity coefficients of infinite stochastic matrices ⋮ Comparison of perturbation bounds for the stationary distribution of a Markov chain ⋮ 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

Cites Work

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• A characterization of Dobrushin's coefficient of ergodicity
• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• The maximal value for coefficients of ergodicity
• Non-negative matrices and Markov chains. 2nd ed
• Fields of values and Gershgorin disks
• A comparison of some bounds for the nontrivial eigenvalues of stochastic matrices
• Inclusion domains for the eigenvalues of stochastic matrices
• Spectrum localization by ergodicity coefficients for stochastic matrices
• Matrix Analysis
• Perturbation of the stationary distribution measured by ergodicity coefficients
• A functional form for a particular coefficient of ergodicity
• Coefficients of ergodicity: structure and applications
• Coefficients of ergodicity generated by non-symmetrical vector norms

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