On the sequence of power of a stochastic matrix with large exponent
DOI10.1016/S0024-3795(00)00047-1zbMATH Open0970.15018WikidataQ126988448 ScholiaQ126988448MaRDI QIDQ1978120FDOQ1978120
Authors: S. J. Kirkland 
Publication date: 15 October 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
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convergencestochastic matrixCayley-Hamilton theoremcharacteristic polynomialdirected graphmatrix normnonnegative matrixexponentprimitive matrixcycle lengthfinite Markov chain
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Cites Work
- Matrix Analysis
- Combinatorial matrix theory
- Non-negative matrices and Markov chains. 2nd ed
- Unzerlegbare, nicht negative Matrizen
- A system of gaps in the exponent set of primitive matrices
- A note on the eigenvalues of a primitive matrix with large exponent
- Regular Markov chains for which the transition matrix has large exponent
Cited In (10)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On limits of powers of certain absolutely row-stochastic matrices
- Generalized power symmetric stochastic matrices
- Doubly stochastic matrices whose powers eventually stop
- Convergence of the powers of a circulant stochastic matrix
- On the growth of infinite products of slowly varying primitive matrices
- On the stochastic powers of nonnegative reducible matrices
- Characterization, parity, and power sequences of locally finite doubly stochastic matrices
- Regular Markov chains for which the transition matrix has large exponent
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