On the approximation of ergodic projections and stationary distributions of stochastic matrices
Bernd Schomburg · Electronic Journal of Linear Algebra · 2012
A be a stochastic n × n matrix and P A be the ergodic projection of A, i.e., the projection onto N (I -A) along R(I -A).This paper considers approximations of P A and of stationary distributions of A by using appropriate families of stochastic matrices induced by A and derives error estimates in terms of the Dobrushin ergodicity coefficient of (I -A) # , the group inverse of I -A.