Spectral clustering of Markov chain transition matrices with complex eigenvalues

DOI10.1016/j.cam.2024.115791MaRDI QIDQ6556728

Susanna Röblitz, Anna-Simone Josefine Frank, A. Sikorski

Publication date: 17 June 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic matricesMarkov state modeldiscrete-time Markov chainscomplex eigen-decompositioninvariant sub-space conditionspectral cluster analysis

Mathematics Subject Classification ID

Numerical linear algebra (65Fxx) Markov processes (60Jxx) Multivariate analysis (62Hxx)

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