Transforming stochastic matrices for stochastic comparison with the st-order

Transforming stochastic matrices for stochastic comparison with the st-order

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Article ID: iaor20052766
Country: France
Volume: 37
Issue: 2
Start Page Number: 85
End Page Number: 97
Publication Date: Apr 2003
Journal: RAIRO Operations Research
Authors: , ,
Abstract:

We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.

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