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Interpretation of the Sinkhorn-Knopp algorithm applied to a (singly stochastic) transition matrix of a Markov process?

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#matrices #numerical-linear-algebra #markov-process #transition-matrix #stochastic-matrices
47
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How can I make sense of this Matrix inequality?

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#linear-algebra #inequality #stochastic-matrices
50
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How does one get $M^Ts=s$ from $M$ being stochastic and symmetric w.r.t some scalar product?

Published on
#matrices #stochastic-processes #stochastic-matrices
84
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Equality of weighted norm of matrix columns

Published on
#matrices #markov-chains #stochastic-matrices
118
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Why doesn't detailed balance always imply a uniform distribution for Markov Chains?

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#markov-chains #markov-process #stochastic-matrices
129
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Finding a pair of commutative stochastic $3 \times 3$ matrices

Published on
#matrices #stochastic-matrices
348
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Power of Stochastic Matrix

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#matrices #markov-chains #exponentiation #stochastic-matrices
248
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Eigenvectors of Stochastic Matrix

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#linear-algebra #eigenvalues-eigenvectors #binomial-coefficients #binomial-distribution #stochastic-matrices
99
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For reversible Markov chains larger off diagonal elements imply smaller eigenvalues

Published on
#linear-algebra #markov-chains #stochastic-matrices
320
Views

Rank of a stochastic matrix $+$ the identity matrix?

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#matrices #matrix-rank #stochastic-matrices
172
Views

Finding a strictly positive “good” permutation in a doubly stochastic matrix

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#linear-algebra #matrices #permutations #convex-analysis #stochastic-matrices
94
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Selecting a strictly positive permutation from a stochastic matrix

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#linear-algebra #matrices #permutations #stochastic-matrices
32
Views

What justifies this equality?

Published on
#markov-chains #stochastic-matrices
199
Views

Diagonalisation of stochastic matrices

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#linear-algebra #matrices #diagonalization #transition-matrix #stochastic-matrices
34
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Must the matrix in the product be right-stochastic?

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#linear-algebra #stochastic-matrices

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