A note on circulant transition matrices in Markov chains

DOI10.1016/j.laa.2008.05.004zbMath1148.60045OpenAlexW2015185192MaRDI QIDQ947634

Wun-Seng Chou, Bau-Sen Du, Peter Jau-Shyong Shiue

Publication date: 6 October 2008

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2008.05.004

zbMATH Keywords

circulant matrixtransition matrixstochastic matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Hermitian, skew-Hermitian, and related matrices (15B57) Stochastic matrices (15B51)

Related Items (3)

The spectral norms of \(g\)-circulant matrices with classical Fibonacci and Lucas numbers entries ⋮ The identical estimates of spectral norms for circulant matrices with binomial coefficients combined with Fibonacci numbers and Lucas numbers entries ⋮ The explicit identities for spectral norms of circulant-type matrices involving binomial coefficients and harmonic numbers

Cites Work

• Sequences of Polygons
• The Finite Fourier Series and Elementary Geometry
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