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Homogeneous Markov chains by bounded transition matrix
Published online by Cambridge University Press: 14 July 2016
Abstract
Let A be a stochastic matrix and ε a positive number. We consider all stochastic matrices within ε of A and their corresponding stochastic eigenvectors. A convex polytope containing these vectors is described. An efficient algorithm for computing bounds on the components of these vectors is also given. The work is compared to previous such work done by the author and by Courtois and Semai.
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- Copyright © Applied Probability Trust 1994