Statistical complexity of the power method for Markov chains

DOI10.1016/0885-064X(89)90001-0MaRDI QIDQ1122306zbMATH OpenFDO

Authors Paul Wright

Publication date 1989

Published in Journal of Complexity (Search for Journal in Brave)

zbMATH Keywords

convergenceMarkov chainsstochastic matricesstatistical complexitypower methoddominant eigenvectorssquaring algorithmsymmetric and Hermitian matrices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)

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Cites work

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• Computational Complexity: On the Geometry of Polynomials and a Theory of Cost: II
• Bounds for eigenvalues of certain stochastic matrices
• Non-negative matrices and Markov chains.
• On the average number of steps of the simplex method of linear programming
• On the efficiency of algorithms of analysis
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• The fundamental theorem of algebra and complexity theory

Cited in

(6)

• The ensemble of random Markov matrices
• Markov power min-moment problem with periodic gaps
• Statistical complexity of dominant eigenvector calculation
• Power of discrete scan statistics: a finite Markov chain imbedding approach
• Iterative rank-one matrix completion via singular value decomposition and nuclear norm regularization
• Asymptotic behavior of eigenvalues and random updating schemes

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