Existence and Uniqueness of Stationary Probability Vector for Stochastic Matrices using Farkas’ Lemma

Lahiri, Somdeb (2022) Existence and Uniqueness of Stationary Probability Vector for Stochastic Matrices using Farkas’ Lemma. Asian Journal of Probability and Statistics, 20 (4). pp. 94-99. ISSN 2582-0230

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Abstract

The purpose of this note is to provide a simple proof of existence of stationary probability vectors (fixed points) for stochastic matrices using Farkas’ lemma. This result as well as the uniqueness of stationary probability vectors also holds for a certain subclass of quasi-stochastic matrices.

Item Type: Article
Subjects: Institute Archives > Multidisciplinary
Depositing User: Managing Editor
Date Deposited: 09 Dec 2022 06:42
Last Modified: 04 Mar 2024 03:39
URI: http://eprint.subtopublish.com/id/eprint/899

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