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The maximal value for coefficients of ergodicity

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  • Rhodius, Adolf

Abstract

Explicit forms for ergodicity coefficients are known in the cases when the l1-norm or the l[infinity]-norm are used [1], [2]. The purpose of this paper is the calculation of the maximal value of the ergodicity coefficient for an arbitrary vector norm. Connections between the maximal value of ergodicity coefficients and the external points of the set of stochastic matrices are used (Theorem 1). On this basis the maximal values are calculated for all lq-norms.

Suggested Citation

  • Rhodius, Adolf, 1988. "The maximal value for coefficients of ergodicity," Stochastic Processes and their Applications, Elsevier, vol. 29(1), pages 141-145.
    • Handle: RePEc:eee:spapps:v:29:y:1988:i:1:p:141-145
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