A Note on the Stochastic Roots of Stochastic Matrices
نویسندگان
چکیده
In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of 2¥2 stochastic matrices are found explicitly. A method based on characteristic polynomial of matrix is developed to find all real root matrices that are functions of the original 3¥3 matrix, including all possible (function) stochastic root matrices. In addition, we comment on some numerical methods for computing stochastic root matrices of stochastic matrices. Keyword: Markov chain, stochastic matrix, matrix root, linear algebra.
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