Transforming stochastic matrices for stochastic comparison with the st-order
Tuǧrul Dayar, Jean-Michel Fourneau, Nihal Pekergin · RAIRO - Operations Research · 2003
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.