Somewhat Stochastic Matrices

DOI10.4169/AMER.MATH.MONTHLY.122.01.36MaRDI QIDQ2941655zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Branko Ćurgus, Robert I. Jewett

Publication date 21 August 2015

Published in The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0709.0309

zbMATH Keywords

Manhattan distanceMarkov chainstochastic matrices

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: The standard theorem for regular stochastic matrices is generalized to matrices with no sign restriction on the entries. The condition that column sums be equal to 1 is kept, but the regularity condition is replaced by a condition on the $el{l}_1$-distances between columns.

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Cited in

(6)

• Eigenvalue localization under partial spectral information
• scientific article; zbMATH DE number 3947346 (Why is no real title available?)
• Stochastic Approach to Matrices
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• Positive stochastic matrices as contraction maps

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