ABOUT LIMIT MATRICES OF FINITE-STATE MARKOV-CHAINS

Authors
NIEUWENHUIS JW
Citation
Jw. Nieuwenhuis, ABOUT LIMIT MATRICES OF FINITE-STATE MARKOV-CHAINS, Linear algebra and its applications, 250, 1997, pp. 219-223
Citations number
3
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
250
Year of publication
1997
Pages
219 - 223
Database
ISI
SICI code
0024-3795(1997)250:<219:ALMOFM>2.0.ZU;2-3
Abstract
By means of the concept of group inverse of a matrix we study limiting properties of a collection of stochastic matrices {P-epsilon, epsilon is an element of [0, 1]}, where For All epsilon is an element of [0, 1], P-epsilon is an element of R(nxn) and where P-0 = lim(epsilon-->0) P(epsilon). (C) Elsevier Science Inc., 1997