Eigenvalues for stochastic matrices with a prescribed stationary distribution

DOI10.13001/ela.2023.7971OpenAlexW4388723858MaRDI QIDQ6202066

Stephen J. Kirkland

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

zbMATH Keywords

eigenvaluestationary distributionstochastic matrixreversible Markov chain

Mathematics Subject Classification ID

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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