AN ALGORITHM FOR CLASSIFYING ERGODIC MATRICES
Management sciences research rept.
CARNEGIE INST OF TECH PITTSBURGH PA GRADUATE SCHOOL OF INDUSTRIAL ADMINISTRATION
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An algorithm is derived for determining whether a given ergodic matrix is regular or cyclic, and for putting it in canonical form in the latter case. It requires very little numerical computation and is suitable for hand use even for fairly large matrices. For large matrices, the corresponding program is considerably faster than previous ones. The paper also contains elementary independent proofs of several known results on ergodic matrices.
- Statistics and Probability