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

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.