About limit matrices of finite-state Markov chains

DOI10.1016/0024-3795(95)00524-2MaRDI QIDQ5961584zbMATH OpenOpenAlexWikidataFDO

Authors Johannes W. Nieuwenhuis

Publication date 14 July 1997

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

Full work available at URL https://doi.org/10.1016/0024-3795(95)00524-2

zbMATH Keywords

group universelimiting propertiesstochastic matrices

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Stochastic matrices (15B51) Central limit and other weak theorems (60F05)

Review text

The limiting properties of a collection of stochastic matrices are studied in this note, by means of the concept of group universe of a matrix. The implications for Markov chains are also presented.

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Cites work

• scientific article; zbMATH DE number 3760340 (Why is no real title available?)
• On the group-inverse of a linear transformation
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains

Cited in

(12)

• Superstochastic matrices and magic Markov chains
• Infinitely divisible nonnegative matrices, M-matrices, and the embedding problem for finite state stationary Markov chains
• Eigenvectors and ratio limit theorems for Markov chains and their relatives
• The long-run behavior of Markov chains
• An effective Markov based approach for calculating the limit matrix in the analytic network process
• scientific article; zbMATH DE number 3854137 (Why is no real title available?)
• Transient limits
• scientific article; zbMATH DE number 4109802 (Why is no real title available?)
• scientific article; zbMATH DE number 1031391 (Why is no real title available?)
• scientific article; zbMATH DE number 2190697 (Why is no real title available?)
• scientific article; zbMATH DE number 7329538 (Why is no real title available?)
• A note on circulant transition matrices in Markov chains

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