A NOTE ON THE STOCHASTIC ROOTS OF STOCHASTIC MATRICES

作     者：Eldon GUNN 

作者机构：Department of Industrial Engineering Dalhousie University HalifaxCanada B3J 2X4 

出 版 物：《Systems Science and Systems Engineering》 (系统科学与系统工程学报（英文版）)

年 卷 期：2003年第12卷第2期

页      面：210-223页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Markov chain stochastic matrix matrix root linear algebra 

摘      要：In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of2×2 stochastic matrices are found explicitly.A method based on characteristic polynomial of matrix isdeveloped to find all real root matrices that are functions of the original 3×3 matrix, including allpossible(function)stochastic root matrices. In addition, we comment on some numerical methods forcomputing stochastic root matrices of stochastic matrices.