Title

Cesaro Limits of Analytically Perturbed Stochastic Matrices

Document Type

Article

Department

Mathematics (HMC)

Publication Date

2002

Abstract

Let P0 be a stochastic matrix with no eigenvalue other than 1 on the unit circle and let P(ε)=P0+A(ε) be an analytic perturbation which is still stochastic for small enough positive ε. We determine the limit

[image of formula; please see article]

when N(ε)↑∞ at various rates.

Rights Information

© 2002 Elsevier Science Inc. All rights reserved.