On perturbations of non-diagonalizable stochastic matrices of order 3

Pieter-Jan Pauwelyn, Marie-Anne Guerry

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)
133 Downloads (Pure)

Abstract

We show that it is possible for every non-diagonalizable stochastic 3 × 3 matrix to
be perturbed into a diagonalizable stochastic matrix with the eigenvalues, arbitrarily close to the eigenvalues of the original matrix, with the same principal eigenspaces. An algorithm is presented to determine a perturbation matrix, which preserves these spectral properties. Additionally, a relation is proved between the eigenvectors and generalized eigenvectors of the original matrix and the perturbed matrix.
Original languageEnglish
Article number108633
JournalStatistics and Probability Letters
Volume157
DOIs
Publication statusPublished - Feb 2020

Keywords

  • Stochastic matrices; Non-diagonalizable matrices; Perturbation theory; Markov chains

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