On Series Expansions and Stochastic Matrices

DOI10.1137/0614047MaRDI QIDQ3136539zbMATH OpenOpenAlexFDO

Authors Moshe Haviv, Yaacov Ritov

Publication date 18 October 1993

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0614047

zbMATH Keywords

stochastic matrixLaurent expansionseries expansionnear uncoupling

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

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Cited in

(12)

• Transition matrix and generalized matrix exponential via the Peano-Baker series
• Perturbation of null spaces with application to the eigenvalue problem and generalized inverses
• On regularly perturbed fundamental matrices
• Some results on eigenvalues of finite type, resolvents and Riesz projections
• scientific article; zbMATH DE number 4113680 (Why is no real title available?)
• Inverting a matrix function around a singularity via local rank factorization
• Mean Passage Times and Nearly Uncoupled Markov Chains
• Taylor series expansions for stationary Markov chains
• Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces
• The first Laurent series coefficients for singularly perturbed stochastic matrices
• An algorithm for computing Jordan chains and inverting analytic matrix functions
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes

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