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A relationship between stochastic matrices and eigenvalues of products

โœ Scribed by Richard Sinkhorn


Book ID
107824801
Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
454 KB
Volume
23
Category
Article
ISSN
0024-3795

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An n X n irreducible stochastic matrix P can possess a subdominant eigenvalue. say h,(P), near h = I. In this article we clarify the relationship between the nearness of these eigenvalues and the near-uncoupling (some authors say "nearly completelydecomposable") of P. We prove that for fixed n, if h