Accession Number:
AD0641322
Title:
AN ALGORITHM FOR CLASSIFYING ERGODIC MATRICES
Descriptive Note:
Management sciences research rept.
Corporate Author:
CARNEGIE INST OF TECH PITTSBURGH PA GRADUATE SCHOOL OF INDUSTRIAL ADMINISTRATION
Personal Author(s):
Report Date:
1966-09-01
Pagination or Media Count:
15.0
Abstract:
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.
Descriptors:
Subject Categories:
- Statistics and Probability