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Let $A$ be a matrix that satisfies all the conditions of Perron- Frobenius theorem. From the theorem it is known that the entries of the eigenvector corresponding to the largest eigenvalue will be ...

My problem concerns finding a reference in which the formulae for the eigenvalues and the corresponding eigenvectors ($n$ linearly independent eigenvectors!) for the transition matrix of a simple ...

I am looking for methods to approximate the stationary distribution of an infinite CTMC with a sparse rate matrix. Each row and column of the rate matrix has a finite number of non-zero elements. ...

I already asked this question in StackExchange, but found little attention. So I'm just going to copy-paste my original question here. Let $P$ be a stochastic matrix (of an irreducible Markov Chain) ...

Suppose we have a probabilistic automaton and we assign a weight to each state. An "interaction strategy" would be a fixed map from states to inputs. Any interaction strategy could be used to ...