A modification of eigenvalue localization for stochastic matrices

DOI10.1016/j.laa.2014.07.032zbMath1298.65065OpenAlexW1971353522MaRDI QIDQ405942

Chaoqian Li, Yao-Tang Li

Publication date: 8 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.laa.2014.07.032

zbMATH Keywords

eigenvaluesnonnegative matricesstochastic matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)

Related Items (3)

An eigenvalue localization theorem for stochastic matrices and its application to Randić matrices ⋮ A Geršgorin-type eigenvalue localization set with \(n\) parameters for stochastic matrices ⋮ On equitable partition of matrices and its applications

Cites Work

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• Non-negative matrices and Markov chains. 2nd ed
• Quasi-Birth-and-Death Processes and Matrix-Valued Orthogonal Polynomials
• Eigenvalue Localization Refinements for Matrices Related to Positivity
• Subdominant eigenvalues for stochastic matrices with given column sums
• A cycle-based bound for subdominant eigenvalues of stochastic matrices
• Sensitivity and convergence of uniformly ergodic Markov chains
• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES

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