Title of article :
Regular Markov chains for which the transition matrix has large exponent Original Research Article
Author/Authors :
Stephen J. Kirkland، نويسنده , , Michael Neumann، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
In this paper we analyze properties of transition matrices image of regular Markov chains whose exponent (index of primitivity) is bounded below by left floor((n−1)2+1)/2right floor+2. Our investigation leads to a proof that for such a T, the corresponding condition number image, where Q=I−T. We go on to show that if image is a perturbation of T such that T+E is also a transition matrix for a regular Markov chain and π and image are the stationary distribution vectors of T and T+E, respectively, then image and image. Many of the techniques used to establish these results are combinatorial in nature.
Keywords :
Condition number , primitive , Markov chain , Exponent
Journal title :
Linear Algebra and its Applications
Journal title :
Linear Algebra and its Applications