On One Property of a Regular Markov Chain

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...

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Bibliographic Details
Date:2002
Main Authors: Ibragimov, A. A., Ибрагимов, А. А.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 2002
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4084
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal