On Series Expansions and Stochastic Matrices

DOI10.1137/0614047zbMATH Open0776.60081OpenAlexW2075862403MaRDI QIDQ3136539FDOQ3136539

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

Recommendations

• The first Laurent series coefficients for singularly perturbed stochastic matrices
• SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS
• Taylor series expansions for stationary Markov chains
• Mean Passage Times and Nearly Uncoupled Markov Chains
• A formula for singular perturbations of Markov chains

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)

Cited In (12)

• Mean Passage Times and Nearly Uncoupled Markov Chains
• An algorithm for computing Jordan chains and inverting analytic matrix functions
• Title not available (Why is that?)
• On regularly perturbed fundamental matrices
• Taylor series expansions for stationary Markov chains
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Perturbation of null spaces with application to the eigenvalue problem and generalized inverses
• The first Laurent series coefficients for singularly perturbed stochastic matrices
• Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces
• Some results on eigenvalues of finite type, resolvents and Riesz projections
• Inverting a matrix function around a singularity via local rank factorization
• Transition matrix and generalized matrix exponential via the Peano-Baker series

This page was built for publication: On Series Expansions and Stochastic Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3136539)