Explicit forms for ergodicity coefficients of stochastic matrices
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Publication:1308447
DOI10.1016/0024-3795(93)90518-SzbMath0785.15012MaRDI QIDQ1308447
Publication date: 17 April 1994
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Related Items (4)
On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices ⋮ On ergodicity coefficients of infinite stochastic matrices ⋮ Coefficients of ergodicity and the scrambling index ⋮ Stationary distribution and perturbation bounds for a stochastic inventory model
Cites Work
- Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
- Non-negative matrices and Markov chains. 2nd ed
- On explicit forms for ergodicity coefficients
- Coefficients of ergodicity: structure and applications
- Coefficients of ergodicity generated by non-symmetrical vector norms
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