On stochasticity preserving methods for the computation of the matrix pth root

In this paper we consider the numerical computation of the matrix pth root of stochastic matrices. In particular a collection of theoretical results concerning the pth root of stochastic matrices is reported and some numerical methods are described. The aim of the paper is to highlight the properties of such methods when they are applied to numerically compute the pth root of a stochastic matrix when it is expected to be stochastic too.

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Year of publication:	2015
Authors:	Politi, Tiziano ; Popolizio, Marina
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 110.2015, C, p. 53-68
Publisher:	Elsevier
Subject:	Stochastic matrices \| Matrix functions \| Matrix pth root function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011264177