Approximation of eigencharacteristics in nearly-completely decomposable stochastic systems

P. J. Courtois and G. Louchard

Stochastic Processes and their Applications, 1976, vol. 4, issue 3, 283-296

Abstract: We analyse the accuracy with which the eigensystem of a nearly-completely decomposable stochastic matrix may be expressed as a function of the eigensystems of its principal submatrices and of the maximum degree of coupling between these submatrices.

Date: 1976
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