Coefficients of ergodicity generated by non-symmetrical vector norms

DOI10.21136/CMJ.1990.102380zbMATH Open0719.60067OpenAlexW3048228706MaRDI QIDQ5751695FDOQ5751695

Authors: Antonín Lešanovský 

Publication date: 1990

Full work available at URL: https://doi.org/10.21136/cmj.1990.102380

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zbMATH Keywords

coefficients of ergodicity of stochastic matrices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

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Cited In (18)

• The maximal value for coefficients of ergodicity
• On explicit forms for ergodicity coefficients
• Explicit forms for ergodicity coefficients of stochastic matrices
• On ergodicity coefficients of infinite stochastic matrices
• The convergence of general products of matrices and the weak ergodicity of Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Nonlinear Matrix Iterative Processes and Generalized Coefficients of Ergodicity
• Ergodicity coefficients defined by vector norms
• Majorants of matrix norms and spectrum localization
• On the weak ergodicity of nonhomogeneous Markov chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Results on limiting sets of Markov set chains
• A note on certain ergodicity coefficients
• On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices
• Norms of stochastic matrices
• Normal sets related to non-commuting matrices

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