On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices

DOI10.1016/0024-3795(95)00706-7zbMATH Open0871.15021OpenAlexW2102951916MaRDI QIDQ677130FDOQ677130

Authors: Adolf Rhodius 

Publication date: 27 August 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)00706-7

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zbMATH Keywords

stochastic matricesergodicity coefficientsinfinite productsweakly ergodicity

Mathematics Subject Classification ID

Stochastic matrices (15B51)

Cites Work

• Matrix Analysis
• Title not available (Why is that?)
• Non-negative matrices and Markov chains. 2nd ed
• Title not available (Why is that?)
• Sets of matrices all infinite products of which converge
• Exponential convergence of products of stochastic matrices
• Title not available (Why is that?)
• Inhomogeneous Markov Chains
• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• Coefficients of ergodicity: structure and applications
• On explicit forms for ergodicity coefficients
• On infinite products of stochastic matrices
• The maximal value for coefficients of ergodicity
• Explicit forms for ergodicity coefficients of stochastic matrices
• Title not available (Why is that?)
• A functional form for a particular coefficient of ergodicity
• Coefficients of ergodicity generated by non-symmetrical vector norms
• A characterization of Dobrushin's coefficient of ergodicity

Cited In (5)

• On ergodicity coefficients of infinite stochastic matrices
• The convergence of general products of matrices and the weak ergodicity of Markov chains
• A note on certain ergodicity coefficients
• Ergodicity for products of infinite stochastic matrices
• Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities

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