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Somewhat stochastic matrices · Around

2007

Somewhat stochastic matrices

Ćurgus, Branko, Jewett, Robert I.

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Understand

The standard theorem for regular stochastic matrices is generalized to matrices with no sign restriction on the entries.

The condition that column sums be equal to 1 is kept, but the regularity condition is replaced by a condition on the $\ell_1$-distances between columns.

Built on

J. L. Doob, Stochastic Processes
1953
Earlier work this paper cites.
N. J. Rose, On regular Markov chains, this Monthly
1985
Earlier work this paper cites.

Similar

P. Tarazaga, M. Raydan, and A. Hurman, Perron-Frobenius theorem for matrices with some negative entries. Linear Algebra Appl. 328
Original
2001
Cited alongside, same era.
S. Friedberg, A. Insel, L. Spence, Linear Algebra
2002
Cited alongside, same era.

Then

E. Seneta, Non-Negative Matrices and Markov Chains
2006
Later among the works it cites.
B. Ćurgus and R. I. Jewett, On the variation of × 3 3\!\times\!3 stochastic matrices, (August 2007), available at http://myweb.facstaff.wwu.edu/curgus/papers.html
2007
Closest in time.

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