2009
DOI: 10.1080/03081080701669309
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A cycle-based bound for subdominant eigenvalues of stochastic matrices

Abstract: Given a primitive stochastic matrix, we provide an upper bound on the moduli of its non-Perron eigenvalues. The bound is given in terms of the weights of the cycles in the directed graph associated with the matrix. The bound is attainable in general, and we characterize a special case of equality when the stochastic matrix has a positive row. Applications to Leslie matrices and to Google-type matrices are also considered.

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Cited by 13 publications
(6 citation statements)
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“…Thus we find that the modulus of the subdominant eigenvalue of a stochastic matrix is critical in determining the long-term behaviour of the corresponding Markov chain. Because of that fact, there is a body of work on estimating the modulus of the subdominant eigenvalue for a stochastic matrix; see for instance [4,5,7,8].…”
mentioning
confidence: 99%
“…Thus we find that the modulus of the subdominant eigenvalue of a stochastic matrix is critical in determining the long-term behaviour of the corresponding Markov chain. Because of that fact, there is a body of work on estimating the modulus of the subdominant eigenvalue for a stochastic matrix; see for instance [4,5,7,8].…”
mentioning
confidence: 99%
“…Let a be the minimum positive entry in Y P . Based on [27], the second largest eigenvalue λ 2 of Y P can be bounded by…”
Section: B Approximation Ratio Of the Feasible Communication Policymentioning
confidence: 99%
“…The eigenvalue localization problem for stochastic matrices is not new. Many researchers gave significant contribution to this context [6,9,10,12,13]. In this paper, we use Geršgorin disc theorem [7] to localize the non-Perron eigenvalues of S .…”
Section: Introductionmentioning
confidence: 99%