随机矩阵非1特征值的新包含区域
The New Inclusion Region of Eigenvalue Different from 1 for a Stochastic Matrix
DOI: 10.12677/PM.2016.64051, PDF, HTML, XML, 下载: 2,122  浏览: 3,527  国家自然科学基金支持
作者: 周宝星*, 李耀堂*：云南大学，数学与统计学院，云南 昆明；卫慧芳：云南财经大学，统计与数学学院，云南 昆明
关键词: 随机矩阵；α1-矩阵；非1特征值； α-型特征值包含定理；Stochastic Matrices； α1-Matrices； Eigenvalue Different from 1； α-Eigenvalue Inclusion Theorem
摘要: 利用-型特征值包含定理及修正矩阵，给出随机矩阵两个新的非1特征值包含区域，并由此得到随机矩阵非奇异的两个新的充分条件。数值例子表明，在某些情况下所得结果改进了几个已有结果。
Abstract: Two new inclusion regions of eigenvalue different from 1 of stochastic matrices are given by using the -eigenvalue inclusion theorem and the theory of modified matrices; and two new sufficient conditions of stochastic matrices nonsingular are obtained. Numerical examples are given to show that the existing results are improved in some cases.
文章引用：周宝星, 卫慧芳, 李耀堂. 随机矩阵非1特征值的新包含区域[J]. 理论数学, 2016, 6(4): 361-367. http://dx.doi.org/10.12677/PM.2016.64051

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