On One Property of a Regular Markov Chain

• Datum: 2002
• Hauptverfasser: Ibragimov, A. A., Ибрагимов, А. А.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2002
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4084
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We prove that if a certain row of the transition probability matrix of a regular Markov chain is subtracted from the other rows of this matrix and then this row and the corresponding column are deleted, then the spectral radius of the matrix thus obtained is less than 1. We use this property of a re...