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Approximation of eigencharacteristics in nearly-completely decomposable stochastic systems

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  • Courtois, P. J.
  • Louchard, G.

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.

Suggested Citation

  • Courtois, P. J. & Louchard, G., 1976. "Approximation of eigencharacteristics in nearly-completely decomposable stochastic systems," Stochastic Processes and their Applications, Elsevier, vol. 4(3), pages 283-296, August.
    • Handle: RePEc:eee:spapps:v:4:y:1976:i:3:p:283-296
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