Non-negative Matrices and Markov Chains

Non-negative Matrices and Markov Chains PDF Author: E. Seneta
Publisher: Springer Science & Business Media
ISBN: 0387327924
Category : Mathematics
Languages : en
Pages : 295

Get Book

Book Description
Since its inception by Perron and Frobenius, the theory of non-negative matrices has developed enormously and is now being used and extended in applied fields of study as diverse as probability theory, numerical analysis, demography, mathematical economics, and dynamic programming, while its development is still proceeding rapidly as a branch of pure mathematics in its own right. While there are books which cover this or that aspect of the theory, it is nevertheless not uncommon for workers in one or another branch of its development to be unaware of what is known in other branches, even though there is often formal overlap. One of the purposes of this book is to relate several aspects of the theory, insofar as this is possible. The author hopes that the book will be useful to mathematicians; but in particular to the workers in applied fields, so the mathematics has been kept as simple as could be managed. The mathematical requisites for reading it are: some knowledge of real-variable theory, and matrix theory; and a little knowledge of complex-variable; the emphasis is on real-variable methods. (There is only one part of the book, the second part of 55.5, which is of rather specialist interest, and requires deeper knowledge.) Appendices provide brief expositions of those areas of mathematics needed which may be less g- erally known to the average reader.

Non-negative Matrices and Markov Chains

Non-negative Matrices and Markov Chains PDF Author: E. Seneta
Publisher: Springer Science & Business Media
ISBN: 0387327924
Category : Mathematics
Languages : en
Pages : 295

Get Book

Book Description
Since its inception by Perron and Frobenius, the theory of non-negative matrices has developed enormously and is now being used and extended in applied fields of study as diverse as probability theory, numerical analysis, demography, mathematical economics, and dynamic programming, while its development is still proceeding rapidly as a branch of pure mathematics in its own right. While there are books which cover this or that aspect of the theory, it is nevertheless not uncommon for workers in one or another branch of its development to be unaware of what is known in other branches, even though there is often formal overlap. One of the purposes of this book is to relate several aspects of the theory, insofar as this is possible. The author hopes that the book will be useful to mathematicians; but in particular to the workers in applied fields, so the mathematics has been kept as simple as could be managed. The mathematical requisites for reading it are: some knowledge of real-variable theory, and matrix theory; and a little knowledge of complex-variable; the emphasis is on real-variable methods. (There is only one part of the book, the second part of 55.5, which is of rather specialist interest, and requires deeper knowledge.) Appendices provide brief expositions of those areas of mathematics needed which may be less g- erally known to the average reader.

Non-negative Matrices and Markov chains

Non-negative Matrices and Markov chains PDF Author:
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 279

Get Book

Book Description


Nonnegative Matrices in the Mathematical Sciences

Nonnegative Matrices in the Mathematical Sciences PDF Author: Abraham Berman
Publisher: Academic Press
ISBN: 1483260860
Category : Mathematics
Languages : en
Pages : 334

Get Book

Book Description
Nonnegative Matrices in the Mathematical Sciences provides information pertinent to the fundamental aspects of the theory of nonnegative matrices. This book describes selected applications of the theory to numerical analysis, probability, economics, and operations research. Organized into 10 chapters, this book begins with an overview of the properties of nonnegative matrices. This text then examines the inverse-positive matrices. Other chapters consider the basic approaches to the study of nonnegative matrices, namely, geometrical and combinatorial. This book discusses as well some useful ideas from the algebraic theory of semigroups and considers a canonical form for nonnegative idempotent matrices and special types of idempotent matrices. The final chapter deals with the linear complementary problem (LCP). This book is a valuable resource for mathematical economists, mathematical programmers, statisticians, mathematicians, and computer scientists.

Nonnegative Matrices and Applicable Topics in Linear Algebra

Nonnegative Matrices and Applicable Topics in Linear Algebra PDF Author: Alexander Graham
Publisher: Dover Publications
ISBN: 0486838072
Category : Mathematics
Languages : en
Pages : 275

Get Book

Book Description
Nonnegative matrices is an increasingly important subject in economics, control theory, numerical analysis, Markov chains, and other areas. This concise treatment is directed toward undergraduates who lack specialized knowledge at the postgraduate level of mathematics and related fields, such as mathematical economics and operations research. An Introductory Survey encompasses some aspects of matrix theory and its applications and other relevant topics in linear algebra, including certain facets of graph theory. Subsequent chapters cover various points of the theory of normal matrices, comprising unitary and Hermitian matrices, and the properties of positive definite matrices. An exploration of the main topic, nonnegative matrices, is followed by a discussion of M-matrices. The final chapter examines stochastic, genetic, and economic models. The important concepts are illustrated by simple worked examples. Problems appear at the conclusion of most chapters, with solutions at the end of the book.

Nonnegative Matrices, Positive Operators, and Applications

Nonnegative Matrices, Positive Operators, and Applications PDF Author: Jiu Ding
Publisher: World Scientific Publishing Company
ISBN: 981310743X
Category : Mathematics
Languages : en
Pages : 364

Get Book

Book Description
Nonnegative matrices and positive operators are widely applied in science, engineering, and technology. This book provides the basic theory and several typical modern science and engineering applications of nonnegative matrices and positive operators, including the fundamental theory, methods, numerical analysis, and applications in the Google search engine, computational molecular dynamics, and wireless communications. Unique features of this book include the combination of the theories of nonnegative matrices and positive operators as well as the emphasis on applications of nonnegative matrices in the numerical analysis of positive operators, such as Markov operators and Frobenius–Perron operators both of which play key roles in the statistical and stochastic studies of dynamical systems. It can be used as a textbook for an upper level undergraduate or beginning graduate course in advanced matrix theory and/or positive operators as well as for an advanced topics course in operator theory or ergodic theory. In addition, it serves as a good reference for researchers in mathematical sciences, physical sciences, and engineering.

Non-negative Matrices

Non-negative Matrices PDF Author: Eugene Seneta
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 234

Get Book

Book Description


Markov Set-Chains

Markov Set-Chains PDF Author: Darald J. Hartfiel
Publisher: Springer
ISBN: 3540687114
Category : Mathematics
Languages : en
Pages : 135

Get Book

Book Description
In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.

General Irreducible Markov Chains and Non-Negative Operators

General Irreducible Markov Chains and Non-Negative Operators PDF Author: Esa Nummelin
Publisher: Cambridge University Press
ISBN: 9780521604949
Category : Mathematics
Languages : en
Pages : 176

Get Book

Book Description
Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.

Nonnegative Matrices and Applications

Nonnegative Matrices and Applications PDF Author: R. B. Bapat
Publisher: Cambridge University Press
ISBN: 0521571677
Category : Mathematics
Languages : en
Pages : 351

Get Book

Book Description
This book provides an integrated treatment of the theory of nonnegative matrices (matrices with only positive numbers or zero as entries) and some related classes of positive matrices, concentrating on connections with game theory, combinatorics, inequalities, optimisation and mathematical economics. The wide variety of applications, which include price fixing, scheduling and the fair division problem, have been carefully chosen both for their elegant mathematical content and for their accessibility to students with minimal preparation. Many results in matrix theory are also presented. The treatment is rigorous and almost all results are proved completely. These results and applications will be of great interest to researchers in linear programming, statistics and operations research. The minimal prerequisites also make the book accessible to first-year graduate students.

Probabilistic Methods in Markov Chains

Probabilistic Methods in Markov Chains PDF Author: Donald Austin
Publisher:
ISBN:
Category : Equations
Languages : en
Pages : 32

Get Book

Book Description
We investigate analytic properties of non-negative matrices satisfying probabilistically motivated functional relations which are weaker than the semi-group condition. The fundamental differentiation theorem for transition functions of a Markov process is proved in the abstract space case.