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The Eigenvalues of the Empirical Transition Matrix of a Markov Chain

Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
JSTOR Daily

On the Sensitivity of the Eigenvalue Problem Ax = λ Bx

This paper considers the sensitivity of the eigenvalues and eigenvectors of the generalized matrix eigenvalue problem Ax = λ Bx to perturbations of A and B. The ...