English

On the Products of Stochastic and Diagonal Matrices

Probability 2023-04-25 v1 Systems and Control Systems and Control

Abstract

Consider a stochastic matrix PP and diagonal matrix D.D. In this work, we introduce Tilted matrices. A Tilted matrix is the product DPDD'PD, where DD' is a diagonal normalization that makes the product stochastic. We then provide several results on products of Tilted matrices, which can be desirable for analyses of Markov Decision Processes. Lastly, we obtain a convergence rate result for the product of Tilted reversible matrices.

Keywords

Cite

@article{arxiv.2304.11634,
  title  = {On the Products of Stochastic and Diagonal Matrices},
  author = {Assaf Hallak and Gal Dalal},
  journal= {arXiv preprint arXiv:2304.11634},
  year   = {2023}
}