A cycle-based bound for subdominant eigenvalues of stochastic matrices

DOI10.1080/03081080701669309zbMath1168.15015OpenAlexW2084945725MaRDI QIDQ3625587

Stephen J. Kirkland

Publication date: 5 May 2009

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

Full work available at URL: http://eprints.maynoothuniversity.ie/2191/1/SK_cycle_bound_revised.pdf

zbMATH Keywords

directed graphLeslie matricessubdominant eigenvalueGoogle-type matricesprimitive stochastic matrix

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Inequalities involving eigenvalues and eigenvectors (15A42) Directed graphs (digraphs), tournaments (05C20) Stochastic matrices (15B51)

Related Items (7)

An eigenvalue localization theorem for stochastic matrices and its application to Randić matrices ⋮ Optimal rates of linear convergence of relaxed alternating projections and generalized Douglas-Rachford methods for two subspaces ⋮ Geršgorin-type and Brauer-type eigenvalue localization sets of stochastic matrices ⋮ A Geršgorin-type eigenvalue localization set with \(n\) parameters for stochastic matrices ⋮ A modification of eigenvalue localization for stochastic matrices ⋮ On equitable partition of matrices and its applications ⋮ On bounding the eigenvalues of matrices with constant row-sums

Cites Work

• A note on the eigenvalues of a primitive matrix with large exponent
• Geometric bounds for eigenvalues of Markov chains
• Non-negative matrices and Markov chains.
• An Eigenvalue Region for Leslie Matrices
• Combinatorial Matrix Theory
• Convergence Analysis of a PageRank Updating Algorithm by Langville and Meyer

This page was built for publication: A cycle-based bound for subdominant eigenvalues of stochastic matrices