On pth roots of stochastic matrices

DOI10.1016/J.LAA.2010.04.007zbMATH Open1223.15042OpenAlexW2118918399WikidataQ56998709 ScholiaQ56998709MaRDI QIDQ541909FDOQ541909

Authors: Nicholas J. Higham, Lijing Lin 

Publication date: 8 June 2011

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

Full work available at URL: https://doi.org/10.1016/j.laa.2010.04.007

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zbMATH Keywords

Markov chaintransition matricesnonnegative matricesstochastic matrices\(M\)-matrixembeddabilityinverse eigenvalue problemmatrix functionmatrix \(p\)th root

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Stochastic matrices (15B51) Matrix equations and identities (15A24)

Cites Work

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Cited In (26)

• Characteristic roots of stochastic matrices
• Matrix roots in the max-plus algebra
• Nonnegative square roots of matrices
• Matrix roots of imprimitive irreducible nonnegative matrices
• Pauli semigroups and unistochastic quantum channels
• The complexity of divisibility
• The upper density of an automatic set is rational
• On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains
• Structure preserving matrix means on the Marcus-Minc stochastic matrices
• On limits of powers of certain absolutely row-stochastic matrices
• Embeddability of real and positive operators
• On monotone Markov chains and properties of monotone matrix roots
• Stochastic $p$th root approximation of a stochastic matrix: A Riemannian optimization approach
• Structured level-2 condition numbers of matrix functions
• Matrix roots of eventually positive matrices
• Powers of Karpelevič arcs and their sparsest realising matrices
• Title not available (Why is that?)
• On equal-input and monotone Markov matrices
• Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues
• Some results on the embeddable problem for discrete-time Markov models in manpower planning
• On the positive semi-definite pth roots of positive semi-definite doubly stochastic matrices
• Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues
• On the stochastic powers of nonnegative reducible matrices
• Factorization of matrices with symmetries over function algebras
• Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains
• Roots of completely positive maps

Uses Software

• mftoolbox

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