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A NOTE ON THE STOCHASTIC ROOTS OF STOCHASTIC MATRICES

A NOTE ON THE STOCHASTIC ROOTS OF STOCHASTIC MATRICES
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摘要 In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of2×2 stochastic matrices are found explicitly.A method based on characteristic polynomial of matrix isdeveloped to find all real root matrices that are functions of the original 3×3 matrix, including allpossible(function)stochastic root matrices. In addition, we comment on some numerical methods forcomputing stochastic root matrices of stochastic matrices. In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of 2×2 stochastic matrices are found explicitly. A method based on characteristic polynomial of matrix is developed to find all real root matrices that are functions of the original 3×3 matrix, including all possible (function) stochastic root matrices. In addition, we comment on some numerical methods for computing stochastic root matrices of stochastic matrices.
作者 Eldon GUNN
出处 《Systems Science and Systems Engineering》 CSCD 2003年第2期210-223,共14页 系统科学与系统工程学报(英文版)
关键词 Markov chain stochastic matrix matrix root linear algebra Markov chain, stochastic matrix, matrix root, linear algebra
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参考文献1

  • 1J. F. C. Kingman.The imbedding problem for finite Markov chains[J].Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete.1962(1)

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