Is there any bounds for the norm of sub-stochastic matrix? (But it's not doubly stochastic matrix, I mean only the row sum is less than 1, while the column sum may not.
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$\begingroup$ Which norm are you interested in? If talking about the norm induced by the infinity norm over the state space ($\|x\| = \max\limits_{i}|x_i|$) then in general you can only say that for the sub-stochastic matrix $A$ you have $\|A\| := \sup\limits_{\|x\| =1}\|Ax\| \leq 1$. Further bounds depend on the structure of $A$. $\endgroup$– SBFCommented Sep 4, 2012 at 12:00
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$\begingroup$ I mean spectral norm. $\endgroup$– hayuCommented Sep 4, 2012 at 12:18
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A useful and easy to compute bound is given by the reasonably well-known relation (see e.g., this Wikipedia section) \begin{equation*} \|A\| \le \sqrt{\|A\|_\infty \|A\|_1} \end{equation*} between the spectral norm, and the induced $1$ and $\infty$ norms of an arbitrary matrix $A$.
Corollary: If $A$ is elementwise nonnegative and row-stochastic, then $\|A\| \le \sqrt{\|A\|_1}$.
Note For some refinements of the first inequality mentioned above, please refer to this paper by V. Nikiforov.
