On the Products of Stochastic and Diagonal Matrices
Probability
2023-04-25 v1 Systems and Control
Systems and Control
Abstract
Consider a stochastic matrix and diagonal matrix In this work, we introduce Tilted matrices. A Tilted matrix is the product , where 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}
}