On the sequence of power of a stochastic matrix with large exponent

DOI10.1016/S0024-3795(00)00047-1zbMath0970.15018WikidataQ126988448 ScholiaQ126988448MaRDI QIDQ1978120

Stephen J. Kirkland

Publication date: 15 October 2001

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

zbMATH Keywords

convergenceCayley-Hamilton theoremexponentnonnegative matrixcharacteristic polynomialdirected graphcycle lengthmatrix normstochastic matrixprimitive matrixfinite Markov chain

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)

Cites Work

• Unnamed Item
• A note on the eigenvalues of a primitive matrix with large exponent
• A system of gaps in the exponent set of primitive matrices
• Non-negative matrices and Markov chains. 2nd ed
• Regular Markov chains for which the transition matrix has large exponent
• Unzerlegbare, nicht negative Matrizen
• Matrix Analysis

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