"Cesaro Limits of Analytically Perturbed Stochastic Matrices" by Jerzy Filar, Henry A. Krieger et al.
 

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.

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