Coefficients of ergodicity with respect to vector norms

DOI10.2307/3213801MaRDI QIDQ3662395zbMATH OpenOpenAlexFDO

Authors Choon Peng Tan

Publication date 1983

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213801

zbMATH Keywords

stochastic matrixstationary distributionergodic transition matrixspectrum localization property

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(14)

• Coefficients of ergodicity generated by non-symmetrical vector norms
• scientific article; zbMATH DE number 92917 (Why is no real title available?)
• Explicit Solutions to Optimization Problems on the Intersections of the Unit Ball of the $l_1 $ and $l_\infty $ Norms with a Hyperplane
• Explicit forms for ergodicity coefficients and spectrum localization
• Coefficients of ergodicity and the scrambling index
• Primitive digraphs with the largest scrambling index
• The maximal value for coefficients of ergodicity
• Results on limiting sets of Markov set chains
• Majorants of matrix norms and spectrum localization
• On the weak ergodicity of nonhomogeneous Markov chains
• Spectrum localization by ergodicity coefficients for stochastic matrices
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• Cyclic markov set-chains

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