Coefficients of ergodicity generated by non-symmetrical vector norms

DOI10.21136/cmj.1990.102380zbMath0719.60067OpenAlexW3048228706MaRDI QIDQ5751695

Antonín Lešanovský

Publication date: 1990

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

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)

Related Items

On the weak ergodicity of nonhomogeneous Markov chains ⋮ On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices ⋮ On ergodicity coefficients of infinite stochastic matrices ⋮ Comparison of perturbation bounds for the stationary distribution of a Markov chain ⋮ Unnamed Item ⋮ Majorants of matrix norms and spectrum localization ⋮ The convergence of general products of matrices and the weak ergodicity of Markov chains ⋮ Explicit forms for ergodicity coefficients of stochastic matrices ⋮ On explicit forms for ergodicity coefficients

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