A control theory for stochastic eigenvectors of stochastic matrices through variations of entries

DOI10.1016/0024-3795(84)90120-4zbMath0526.15014OpenAlexW2086801572MaRDI QIDQ594968

D. J. Hartfiel

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0024-3795(84)90120-4

zbMATH Keywords

stochastic eigenvectorsvariations of specified entries

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic systems in control theory (general) (93E03) Stochastic matrices (15B51)

Related Items (4)

Periodic Markovian replacement chains ⋮ Cone control on nonnegative control equations ⋮ Matrix patterns for eigenvalue—eigenvector Adjustment ⋮ Ratios of affine functions

Cites Work

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• Stochastic eigenvectors for qualitative stochastic matrices
• A study of convex sets of stochastic matrices induced by probability vectors
• How a row change in a stochastic matrix affects the corresponding stochastic eigenvector
• Convex Sets of Non-Negative Matrices

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