Estimates for eigenvalues of stochastic matrices
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Publication:475702
DOI10.1007/S10255-009-9082-5zbMATH Open1304.15018OpenAlexW2032669221MaRDI QIDQ475702FDOQ475702
Publication date: 27 November 2014
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-009-9082-5
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Cites Work
Cited In (15)
- Eigenvalue estimates using the Kolmogorov-Sinai entropy
- Title not available (Why is that?)
- Antieigenvalues of doubly stochastic matrices
- Eigenmeasures and stochastic diagonalization of bilinear maps
- Majorization, doubly stochastic matrices, and comparison of eigenvalues
- On stochastic majorization of the eigenvalues of a Wishart matrix
- Eigenvalues and eigenvectors of a certain stochastic matrix II1
- Title not available (Why is that?)
- Collision of eigenvalues for matrix-valued processes
- Stochastic estimates for the trace of functions of matrices via Hadamard matrices
- Some Approximation Formula for Stochastic Eigenvalues
- Title not available (Why is that?)
- A note on perturbations of stochastic matrices
- Distribution of Entries in a Substochastic Matrix Having Eigenvalues Near 1
- Geršgorin-type and Brauer-type eigenvalue localization sets of stochastic matrices
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