Cesaro Limits of Analytically Perturbed Stochastic Matrices

Authors

Jerzy Filar, University of South Australia
Henry A. Krieger, Harvey Mudd CollegeFollow
Zamir Sayed, University of Illinois at Chicago

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.

DOI

10.1016/S0024-3795(02)00308-7

Recommended Citation

Jerzy Filar, Henry A. Krieger, Zamir Syed, Cesaro limits of analytically perturbed stochastic matrices, Linear Algebra and its Applications, Volume 353, Issues 1–3, 15 September 2002, Pages 227-243, ISSN 0024-3795, http://dx.doi.org/10.1016/S0024-3795(02)00308-7. (http://www.sciencedirect.com/science/article/pii/S0024379502003087)