On the sequence of power of a stochastic matrix with large exponent
Cayley-Hamilton theoremcharacteristic polynomialconvergencecycle lengthdirected graphexponentfinite Markov chainmatrix normnonnegative matrixprimitive matrixstochastic matrix
Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)
An \(n\times n\) matrix \(A\) with nonnegative entries is primitive provided that for some positive integer \(m\), each entry of \(A^m\) is positive. The smallest such \(m\) is called the exponent of \(A\), denoted by \(\exp(A)\). There is a good deal of work on exponents of primitive matrices [cf. \textit{R. Brualdi} and \textit{H. Ryser}, Combinatorial Matrix Theory, Cambridge University Press (1991; Zbl 0746.05002)]. In particular, a celebrated result of \textit{H. Wielandt} [Math. Z. 52, 642-648 (1950; Zbl 0035.29101)] states that \(\exp(A)\leq n^2-2n+2\equiv \omega_n\). Assume that \(\exp(A)\geq [\frac 12\omega_n]+2\). It is known that for such an \(A\), the associated directed graph has cycles of just two different lengths, say \(k\) and \(j\) with \(k>j\), and that there is an \(\alpha\) with \(0 < \alpha < 1\) such that the characteristic polynomial of \(A\) is \(\lambda^n-\alpha\lambda^{n-j}-(1-\alpha)\lambda^{n-k}\). In the paper under review, the author proves: (a) For any \(m\geq n\), if \(\alpha\leq\frac 12\), then \(\|A^{m+k}-A^m\|_{\infty}\leq \|A^m-\mathbf{1} w^T\|_{\infty}\), where \(\mathbf{1}\) is the all-ones vector and \(w^T\) is the left-Perron vector for \(A\), normalized so that \(w^T\mathbf{1}=1\); (b) If \(j\geq\frac n2\), \(k\geq 31\) and \(\alpha >\frac {-9+3\sqrt{17}}4\), then \(\|A^{m+j}-A^m\|_{\infty}\leq \|A^m-\mathbf{1} w^T\|_{\infty}\) for all sufficiently large \(m\). Both (a) and (b) lead to lower bounds on the rate of convergence of the sequence \(\{A^m\}\).
- On the exponent of a primitive matrix containing a primitive submatrix
- On the bounds of exponents of primitive (0, 1) matrices
- A diameter bound on the exponent of a primitive directed graph
- Bounds on the exponent of primitivity which depend on the spectrum and the minimal polynomial
- Exponents of classes of non-negative matrices
- A bound on the exponent of primitivity in terms of diameter
- Exponents of primitive companion matrices
- Matrices with maximum exponents in the class of doubly stochastic primitive matrices
- scientific article; zbMATH DE number 2188388
- Characterization of primitive extremal matrices
- A note on the eigenvalues of a primitive matrix with large exponent
- A system of gaps in the exponent set of primitive matrices
- Combinatorial matrix theory
- Matrix Analysis
- Non-negative matrices and Markov chains. 2nd ed
- Regular Markov chains for which the transition matrix has large exponent
- Unzerlegbare, nicht negative Matrizen
- Characterization, parity, and power sequences of locally finite doubly stochastic matrices
- Regular Markov chains for which the transition matrix has large exponent
- On the stochastic powers of nonnegative reducible matrices
- On limits of powers of certain absolutely row-stochastic matrices
- scientific article; zbMATH DE number 4107013 (Why is no real title available?)
- Generalized power symmetric stochastic matrices
- scientific article; zbMATH DE number 2169313 (Why is no real title available?)
- Doubly stochastic matrices whose powers eventually stop
- A note on the eigenvalues of a primitive matrix with large exponent
- On the growth of infinite products of slowly varying primitive matrices
- Convergence of the powers of a circulant stochastic matrix
This page was built for publication: On the sequence of power of a stochastic matrix with large exponent
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1978120)
