Perron eigenvector of the Tsetlin matrix
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Publication:1870036
DOI10.1016/S0024-3795(01)00490-6zbMath1028.15023MaRDI QIDQ1870036
Publication date: 4 May 2003
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Markov chainPerron complementstochastic matrixTsetlin libraryPerron eigenvectormove-to-front-schemeTsetlin matrix
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)
Related Items (2)
Localization of Perron roots ⋮ Perturbed finite-state Markov systems with holes and Perron complements of Ruelle operators
Cites Work
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- Uncoupling the Perron eigenvector problem
- Multiplicities of eigenvalues of some linear search schemes
- On the matrix occurring in a linear search problem
- On the move-to-front scheme with Markov dependent requests
- An extension of a theorem concerning an interesting Markov chain
- FINITE AUTOMATA AND MODELS OF SIMPLE FORMS OF BEHAVIOUR
- An Identity for the Schur Complement of a Matrix
- The stationary distribution of an interesting Markov chain
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