A modification of eigenvalue localization for stochastic matrices

DOI10.1016/J.LAA.2014.07.032MaRDI QIDQ405942zbMATH OpenOpenAlexFDO

Authors Chaoqian Li, Yaotang Li

Publication date 8 September 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2014.07.032

zbMATH Keywords

eigenvaluesnonnegative matricesstochastic matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• A cycle-based bound for subdominant eigenvalues of stochastic matrices
• Eigenvalue localization refinements for matrices related to positivity
• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• scientific article; zbMATH DE number 1895761 (Why is no real title available?)
• scientific article; zbMATH DE number 2120941 (Why is no real title available?)
• Non-negative matrices and Markov chains. 2nd ed
• Quasi-birth-and-death processes and matrix-valued orthogonal polynomials
• Sensitivity and convergence of uniformly ergodic Markov chains
• Shape preserving representations in computer aided geometric design
• Subdominant eigenvalues for stochastic matrices with given column sums

Cited in

(14)

• Stable eigensolution of locally modified systems based on the Sturm sequence property
• A Geršgorin-type eigenvalue localization set with n parameters for stochastic matrices
• A note on eventually \(SDD\) matrices and eigenvalue localization
• An eigenvalue localization theorem for stochastic matrices and its application to Randić matrices
• Eigenvalue localization refinements for matrices related to positivity
• The estimation for the eigenvalues of stochastic matrices
• Geršgorin-type and Brauer-type eigenvalue localization sets of stochastic matrices
• A cycle-based bound for subdominant eigenvalues of stochastic matrices
• A new Gersgorin-type eigenvalue localization set for stochastic matrices
• Subdominant eigenvalue location and the robustness of dividend policy irrelevance
• On equitable partition of matrices and its applications
• New inclusion areas of eigenvalues different from 1 for stochastic matrix and their applications
• New upper bounds for the dominant eigenvalue of a matrix with Perron-Frobenius property
• Effective parameter space compression for Bayesian adaptive estimation

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