Transforming stochastic matrices for stochastic comparison with the st-order

Date
2003
Authors
Dayar T.
Fourneau, J. M.
Pekergin, N.
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Source Title
RAIRO - Operations Research
Print ISSN
0399-0559
1290-3868
Electronic ISSN
Publisher
E D P Sciences
Volume
37
Issue
2
Pages
85 - 97
Language
English
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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. © EDP Sciences 2003.

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