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Asymptotic behavior of eigenvalues and random updating schemes

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Publication:688863
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DOI10.1007/BF01200381zbMath0785.15010OpenAlexW2052621404MaRDI QIDQ688863

Tzuu-Shuh Chiang, Yunshyong Chow

Publication date: 28 November 1993

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

Full work available at URL: https://doi.org/10.1007/bf01200381

zbMATH Keywords

eigenvaluesconvergence ratestochastic matrixrandom updating schemes


Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)


Related Items

The Eyring-Kramers law for Markovian jump processes with symmetries, Markov chains with exponentially small transition probabilities: First exit problem from a general domain. II: The general case.



Cites Work

  • Comparing sweep strategies for stochastic relaxation
  • Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
  • Improving Stochastic Relaxation for Gussian Random Fields
  • Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
  • Finding optimum branchings
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