Perturbation and Inverse Problems of Stochastic Matrices

DOI10.1137/22m1489162OpenAlexW4391651278WikidataQ128381767 ScholiaQ128381767MaRDI QIDQ6154932

Bernd F. Heidergott, Paul Van Dooren, Joost Berkhout

Publication date: 16 February 2024

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

Full work available at URL: https://doi.org/10.1137/22m1489162

zbMATH Keywords

Markov chainsinverse problemsperturbation analysistarget stationary distribution problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Perturbations in control/observation systems (93C73) Random matrices (algebraic aspects) (15B52) Mathematical programming (90Cxx)

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