THE CLASS OF INVERSE M-MATRICES ASSOCIATED TO RANDOM WALKS
Author
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Dellacherie Lefebvre, Claude
es_CL
Author
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Martínez Aguilera, Servet
Author
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San Martín Aristegui, Jaime
es_CL
Admission date
dc.date.accessioned
2014-01-28T15:32:53Z
Available date
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2014-01-28T15:32:53Z
Publication date
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2013
Cita de ítem
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SIAM J. MATRIX ANAL. APPL. Vol. 34, No. 2, pp. 831–854
en_US
Identifier
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DOI. 10.1137/120900411
Identifier
dc.identifier.uri
https://repositorio.uchile.cl/handle/2250/126312
General note
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Artículo de publicación ISI
en_US
Abstract
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Given W = M−1, with M a tridiagonal M-matrix, we show that there are two diagonal
matrices D,E and two nonsingular ultrametric matrices U, V such that DWE is the Hadamard
product of U and V . If M is symmetric and row diagonally dominant, we can take D = E = I. We
relate this problem with potentials associated to random walks and study more closely the class of
random walks that lose mass at one or two extremes.