Coefficients of ergodicity with respect to vector norms

DOI10.2307/3213801zbMATH Open0515.60072OpenAlexW4249332476MaRDI QIDQ3662395FDOQ3662395

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)

• The maximal value for coefficients of ergodicity
• Spectrum localization by ergodicity coefficients for stochastic matrices
• 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
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Coefficients of ergodicity and the scrambling index
• Primitive digraphs with the largest scrambling index
• Cyclic markov set-chains
• Majorants of matrix norms and spectrum localization
• On the weak ergodicity of nonhomogeneous Markov chains
• Title not available (Why is that?)
• Results on limiting sets of Markov set chains
• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• Coefficients of ergodicity generated by non-symmetrical vector norms

This page was built for publication: Coefficients of ergodicity with respect to vector norms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3662395)