On the Products of Stochastic and Diagonal Matrices

Assaf Hallak; Gal Dalal

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arXiv · 2304.11634

On the Products of Stochastic and Diagonal Matrices

Assaf Hallak·Gal Dalal

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Abstract

Consider a stochastic matrix $P$ and diagonal matrix $D.$ In this work, we introduce Tilted matrices. A Tilted matrix is the product $D'PD$, where $D'$ 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.

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BibTeX RIS

Assaf Hallak, Gal Dalal. 2023-04-23. On the Products of Stochastic and Diagonal Matrices. https://arxiv.org/abs/2304.11634

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