Exponential convergence of products of stochastic matrices

DOI10.1016/0022-247X(77)90114-7zbMath0381.15011MaRDI QIDQ1248138

Jac. M. Anthonisse, Henk C. Tijms

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic matrices (15B51)

Related Items (15)

Connectedness conditions used in finite state Markov decision processes ⋮ Tight bound for deciding convergence of consensus systems ⋮ Nonstationary Markov decision problems with converging parameters ⋮ What makes an opinion leader: expertise vs popularity ⋮ Sets of nonnegative matrices without positive products ⋮ The rate of convergence for backwards products of a convergent sequence of finite Markov matrices ⋮ On almost scrambling stochastic matrices ⋮ Sets of matrices all infinite products of which converge ⋮ On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices ⋮ On Markovian decision models with a finite skeleton ⋮ Conditions for weak ergodicity of inhomogeneous Markov chains ⋮ SIA matrices and non-negative subdivision ⋮ On bounds of extremal eigenvalues of irreducible and \(m\)-reducible matrices ⋮ Contraction mappings underlying undiscounted Markov decision problems ⋮ Unnamed Item

Cites Work

• Dynamic programming, Markov chains, and the method of successive approximations
• On the Iterative Method of Dynamic Programming on a Finite Space Discrete Time Markov Process
• Products of Indecomposable, Aperiodic, Stochastic Matrices
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