2023/04/23 by Assaf Hallak, Hallak, Assaf, Gal Dalal +1
Computer Science · Mathematics · #FOS: Electrical engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Matrix Theory and Algorithms #Probability (math.PR) #Random Matrices and Applications #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2304.11634
openalex publication_date 2023/04/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.