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

DOI10.1016/S0024-3795(00)00047-1zbMATH Open0970.15018WikidataQ126988448 ScholiaQ126988448MaRDI QIDQ1978120FDOQ1978120

S. J. Kirkland

Publication date: 15 October 2001

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

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)

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 (7)

• 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 stochastic powers of nonnegative reducible matrices
• Characterization, parity, and power sequences of locally finite doubly stochastic matrices

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