On Series Expansions and Stochastic Matrices

DOI10.1137/0614047zbMath0776.60081OpenAlexW2075862403MaRDI QIDQ3136539

Moshe Haviv, Ya'acov Ritov

Publication date: 18 October 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0614047

zbMATH Keywords

series expansionstochastic matrixLaurent expansionnear uncoupling

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (8)

An algorithm for computing Jordan chains and inverting analytic matrix functions ⋮ On regularly perturbed fundamental matrices ⋮ Some results on eigenvalues of finite type, resolvents and Riesz projections ⋮ Perturbation of null spaces with application to the eigenvalue problem and generalized inverses ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ The first Laurent series coefficients for singularly perturbed stochastic matrices ⋮ Inverting a Matrix Function around a Singularity via Local Rank Factorization ⋮ Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces

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