On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices

DOI10.1016/0024-3795(95)00706-7zbMath0871.15021OpenAlexW2102951916MaRDI QIDQ677130

Adolf Rhodius

Publication date: 27 August 1997

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

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00706-7

zbMATH Keywords

ergodicity coefficientsstochastic matricesinfinite productsweakly ergodicity

Mathematics Subject Classification ID

Stochastic matrices (15B51)

Related Items (4)

A note on certain ergodicity coefficients ⋮ On ergodicity coefficients of infinite stochastic matrices ⋮ Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities ⋮ The convergence of general products of matrices and the weak ergodicity of Markov chains

Cites Work

• A characterization of Dobrushin's coefficient of ergodicity
• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• The maximal value for coefficients of ergodicity
• Non-negative matrices and Markov chains. 2nd ed
• Sets of matrices all infinite products of which converge
• On infinite products of stochastic matrices
• Exponential convergence of products of stochastic matrices
• Explicit forms for ergodicity coefficients of stochastic matrices
• On explicit forms for ergodicity coefficients
• Matrix Analysis
• A functional form for a particular coefficient of ergodicity
• Coefficients of ergodicity: structure and applications
• Inhomogeneous Markov Chains
• Coefficients of ergodicity generated by non-symmetrical vector norms
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