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Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix

SIAM Journal on Matrix Analysis and Applications, 2007
Summary: We study the connection between matrix measures and random walks with a block tridiagonal transition matrix. We derive sufficient conditions such that the blocks of the \(n\)-step block tridiagonal transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued spectral measure.
Dette, Holger   +3 more
openaire   +4 more sources

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