Assigning stationary distributions to sparse stochastic matrices
DOI10.1137/23m1627328MaRDI QIDQ6641768
Nicolas Gillis, Paul Van Dooren
Publication date: 21 November 2024
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
stationary distributionlinear optimizationsupportMetropolis-Hastings algorithmstochastic matrixsparsity
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Linear programming (90C05) Perturbations in control/observation systems (93C73) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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