Regular Markov chains for which the transition matrix has large exponent
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Publication:1587273
DOI10.1016/S0024-3795(99)00265-7zbMath0965.15026MaRDI QIDQ1587273
Stephen J. Kirkland, Michael Neumann
Publication date: 10 January 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
stabilitynonnegative matrixtransition matrixcondition numbersmatrix exponentprimitive stochastic matrices
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)
Related Items (4)
Quantitative Estimates in an M2/G2/1 Priority Queue with Non-Preemptive Priority: The Method of Strong Stability ⋮ On the sequence of power of a stochastic matrix with large exponent ⋮ Sensitivity and convergence of uniformly ergodic Markov chains ⋮ Digraph-based conditioning for Markov chains
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