Perturbation and Inverse Problems of Stochastic Matrices

DOI10.1137/22M1489162MaRDI QIDQ6154932zbMATH OpenOpenAlexWikidataFDO

Authors Joost Berkhout, Bernd Heidergott, Paul van Dooren

Publication date 16 February 2024

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1137/22m1489162

zbMATH Keywords

inverse problemsMarkov chainsperturbation analysistarget stationary distribution problem

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Perturbations in control/observation systems (93C73) Mathematical programming (90Cxx)

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Cited in

(1)

• Assigning stationary distributions to sparse stochastic matrices

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