Cesaro limits of analytically perturbed stochastic matrices
type: Item
instance of: scholarly article
title: Cesaro limits of analytically perturbed stochastic matrices
zbMATH Open document ID: 1006.15027
DOI: 10.1016/S0024-3795(02)00308-7
author: Henry A. Krieger
author: Zamir Syed
author: Jerzy Filar
published in: Linear Algebra and its Applications
publication date: 2002-09-12T00:00:00Z
review text: Let \(P_0\) be a stochastic matrix with no eigenvalue other than \(1\) on the unit circle and let \(P(\varepsilon)=P_0+A(\varepsilon)\) be an analytic perturbation which is still stochastic for small enough positive \(\varepsilon\). The authors determine the limit \(\lim_{\varepsilon\downarrow 0}\frac 1{N(\varepsilon)}\sum_{l=1}^{N(\varepsilon)} P^l(\varepsilon)\), where \(N(\varepsilon)\uparrow\infty\) at various rates.
reviewed by: Huang Wenxue
Mathematics Subject Classification ID: 15B51
Mathematics Subject Classification ID: 40G05
zbMATH DE Number: 1800361
zbMATH Keywords: analytic perturbation
zbMATH Keywords: Cesaro limit
zbMATH Keywords: Markov chain
zbMATH Keywords: stochastic matrix
MaRDI profile type: Publication
cites work: Perturbation and stability theory for Markov control problems
cites work: Q4326384
cites work: A Reduction Process for Perturbed Markov Chains
cites work: Q5822308
cites work: Extremal eigenvalue problems
cites work: Q3874765
description: scientific article; zbMATH DE number 1800361