Uncoupling Measures and Eigenvalues of Stochastic Matrices

DOI10.1515/JAA.1998.259zbMATH Open0920.15007OpenAlexW2141666479MaRDI QIDQ4236770

Piotr Pokarowski

Publication date: 8 September 1999

Published in: Journal of Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jaa.1998.259

zbMATH Keywords

eigenvaluesstochastic matricesmatrix-tree theoremnearly completely decomposable Markov chainsaggregational algorithmsdirected forestsuncoupling measures

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inequalities involving eigenvalues and eigenvectors (15A42) Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

Cites Work

• Directed forests with application to algorithms related to Markov chains

Related Items (1)

Eigenmeasures and stochastic diagonalization of bilinear maps

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