Improved bounds for a condition number f
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M. Neumann; J. Xu
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Article
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2004
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Elsevier Science
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English
β 246 KB
Let P be the transition matrix for an n-state, homogeneous, ergodic Markov chain. Set Q = I -P and let Q # = [q # i,j ] be the group (generalized) inverse of Q. A well-known condition number, due to Funderlic and Meyer, which is used in the error analysis for the computation of the stationary distri