Stochastic pth root approximation of a stochastic matrix: A Riemannian optimization approach

DOI10.1137/23M1589463arXiv2307.14040OpenAlexW4394961664MaRDI QIDQ6445175FDOQ6445175

Authors: Fabio Durastante, B. Meini 

Publication date: 26 July 2023

Full work available at URL: https://doi.org/10.1137/23m1589463

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Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical mathematical programming methods (65K05) Methods of local Riemannian geometry (53B21) Numerical computation of matrix exponential and similar matrix functions (65F60)

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