Abstract
The concept of an interval stochastic matrix\(\widehat{AB}\) is introduced. We prove a combinatorial theorem which describes the network flow associated with an interval matrix. The semi-invariant vectors of\(\widehat{AB}\) are characterized in terms of eigenvectors with unit eigenvalue of stochastic matrices\(C \in \widehat{AB}\). These results are then applied to the approximation and machine computation of invariant measures of dynamical systems.
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Funded under Australian Research Council Grant A 8913 2609.
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Diamond, P., Kloeden, P. & Pokrovskii, A. Interval stochastic matrices: A combinatorial lemma and the computation of invariant measures of dynamical systems. J Dyn Diff Equat 7, 341–364 (1995). https://doi.org/10.1007/BF02219360
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DOI: https://doi.org/10.1007/BF02219360