Transition matrices for well-conditioned Markov chains

DOI10.1016/J.LAA.2006.06.003MaRDI QIDQ884415zbMATH OpenOpenAlexFDO

Authors Jianhong Xu, S. J. Kirkland, M. Neumann

Publication date 6 June 2007

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

Full work available at URL https://doi.org/10.1016/j.laa.2006.06.003

zbMATH Keywords

Markov chaincondition numberdoubly stochastic matrixstochastic matrixstationary distributiongroup inverse

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Conditioning of matrices (15A12) Stochastic matrices (15B51)

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Cites work

• scientific article; zbMATH DE number 19232 (Why is no real title available?)
• scientific article; zbMATH DE number 52076 (Why is no real title available?)
• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Conditioning properties of the stationary distribution for a Markov chain
• Design of On-Line Algorithms Using Hitting Times
• Finite Continuous Time Markov Chains
• Generalized inverses. Theory and applications.
• Markov chain sensitivity measured by mean first passage times
• On a question concerning condition numbers for Markov chains
• Proximity in group inverses of M-matrices and inverses of diagonally dominant M-matrices
• Sensitivity of the Stationary Distribution of a Markov Chain
• Sensitivity of the stationary distribution vector for an ergodic Markov chain
• The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
• The Group Inverse Associated with an Irreducible Periodic Nonnegative Matrix
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains

Cited in

(8)

• On optimal condition numbers for Markov chains
• Perturbation analysis for continuous-time Markov chains
• A system of matrix equations over the quaternion algebra with applications
• Factorization of generalized theta functions revisited
• Reducible solution to a quaternion tensor equation
• An iterative algorithm for computing mean first passage times of Markov chains
• Inequalities for functions of transition matrices
• Regular Markov chains for which the transition matrix has large exponent

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