Spectrum localization by ergodicity coefficients for stochastic matrices

DOI10.1080/03081088308817569MaRDI QIDQ3041356zbMATH OpenOpenAlexFDO

Authors Eugene Seneta

Publication date 1983

Published in Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03081088308817569

zbMATH Keywords

coefficient-of-ergodicity boundsdoubly stochastic matrixMarkov chainnon-unit eigenvaluesspectrum localization

Mathematics Subject Classification ID

Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites work

• A functional form for a particular coefficient of ergodicity
• Coefficients of ergodicity with respect to vector norms
• Coefficients of ergodicity: structure and applications
• Spectral properties of doubly-stochastic matrices

Cited in

(6)

• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• Explicit forms for ergodicity coefficients and spectrum localization
• On explicit forms for ergodicity coefficients
• Explicit Solutions to Optimization Problems on the Intersections of the Unit Ball of the $l_1 $ and $l_\infty $ Norms with a Hyperplane
• scientific article; zbMATH DE number 92917 (Why is no real title available?)
• Majorants of matrix norms and spectrum localization

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