ON THE APPROXIMATION OF ERGODIC PROJECTIONS AND STATIONARY DISTRIBUTIONS OF STOCHASTIC MATRICES

被引：0

作者：

Schomburg, Bernd

机构：

来源：

ELECTRONIC JOURNAL OF LINEAR ALGEBRA | 2012年 / 23卷

关键词：

Stochastic matrices; Ergodic projections; Stationary distributions; Ergodicity condition number; Approximation; PERTURBATION BOUNDS; COEFFICIENTS;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let A be a stochastic n x n matrix and P-A be the ergodic projection of A, i.e., the projection onto N (I - A) along R (I - A). This paper considers approximations of P-A and of stationary distributions of A by using appropriate families of stochastic matrices induced by A and derives error estimates in terms of the Dobrushin ergodicity coefficient of (I - A)(#), the group inverse of I - A.

引用

页码：989 / 1000

页数：12

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