Eigenvalues for stochastic matrices with a prescribed stationary distribution
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Publication:6202066
DOI10.13001/ela.2023.7971OpenAlexW4388723858MaRDI QIDQ6202066
Publication date: 21 February 2024
Published in: The Electronic Journal of Linear Algebra (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.13001/ela.2023.7971
Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)
Cites Work
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- The Karpelevič region revisited
- Non-negative matrices and Markov chains. 2nd ed
- Spectral properties of doubly-stochastic matrices
- Limits for the characteristic roots of a matrix. IV. Applications to stochastic matrices
- On the characteristic roots of matrices with nonnegative elements
- The four-dimensional Perfect-Mirsky Conjecture
- On a conjecture about the eigenvalues of doubly stochastic matrices
- On the Kemeny constant and stationary distribution vector for a Markov chain
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