Estimating the second largest eigenvalue of a Markov transition matrix
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Publication:1567206
DOI10.2307/3318575zbMath0976.62081OpenAlexW2020298550MaRDI QIDQ1567206
Steven T. Garren, Richard L. Smith
Publication date: 8 January 2002
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1081788027
Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Applications of functional analysis in probability theory and statistics (46N30)
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