Stochastic pth root approximation of a stochastic matrix: A Riemannian optimization approach

DOI10.1137/23M1589463MaRDI QIDQ6445175zbMATH OpenOpenAlexFDO

Authors Fabio Durastante, B. Meini

Publication date 26 July 2023

Full work available at URL https://doi.org/10.1137/23m1589463

Mathematics Subject Classification ID

Methods of local Riemannian geometry (53B21) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical mathematical programming methods (65K05)

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(3)

• On stochasticity preserving methods for the computation of the matrix pth root
• Arbitrarily finely divisible stochastic matrices
• Kemeny's constant minimization for reversible Markov chains via structure-preserving perturbations

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