Ultrametric matrices and induced markov chains

Dellacherie C.; Martínez, S.; San Martin, J

Abstract

We study non-singular ultrametric matrices A. These kinds of matrices are restrictions of non-singular tree matrices. The structure of A-1 allows us to associate to A some substochastic kernels P. We are able to describe the graph of P, in particular those vertices which lose mass. Our main tools are an algebraic decomposition lemma of A-1 and the study of the minimal tree matrix associated to A. © 1996 Academic Press, Inc.

Más información

Título de la Revista: ADVANCES IN APPLIED MATHEMATICS
Volumen: 17
Número: 2
Editorial: ACADEMIC PRESS INC ELSEVIER SCIENCE
Fecha de publicación: 1996
Página de inicio: 169
Página final: 183
URL: http://www.scopus.com/inward/record.url?eid=2-s2.0-0030161730&partnerID=q2rCbXpz
DOI:

10.1006/aama.1996.0009