Transition matrices for well-conditioned Markov chains

DOI10.1016/j.laa.2006.06.003zbMath1120.15017OpenAlexW2082415350MaRDI QIDQ884415

Jianhong Xu, Michael Neumann, Stephen J. Kirkland

Publication date: 6 June 2007

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

Full work available at URL: https://doi.org/10.1016/j.laa.2006.06.003

zbMATH Keywords

condition numberMarkov chainstationary distributiongroup inversedoubly stochastic matrixstochastic matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51) Conditioning of matrices (15A12)

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