On the sequence of power of a stochastic matrix with large exponent

DOI10.1016/S0024-3795(00)00047-1MaRDI QIDQ1978120zbMATH OpenWikidataFDO

Authors S. J. Kirkland

Publication date 15 October 2001

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

Full work available at URL https://doi.org/10.1016/S0024-3795(00)00047-1

zbMATH Keywords

convergencestochastic matrixCayley-Hamilton theoremcharacteristic polynomialdirected graphmatrix normnonnegative matrixexponentprimitive matrixcycle lengthfinite Markov chain

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Stochastic matrices (15B51)

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Cites work

• 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

Cited in

(10)

• scientific article; zbMATH DE number 4107013 (Why is no real title available?)
• On limits of powers of certain absolutely row-stochastic matrices
• scientific article; zbMATH DE number 2169313 (Why is no real title available?)
• Generalized power symmetric stochastic matrices
• Convergence of the powers of a circulant stochastic matrix
• Doubly stochastic matrices whose powers eventually stop
• 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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