RAIRO OPERATIONS RESEARCH, VOL.37, NO.2, PP.85-97, 2003.

TITLE: Transforming Stochastic Matrices for Stochastic Comparison with the 
st-order

AUTHORS: Tugrul Dayar, Jean-Michel Fourneau, and Nihal Pekergin

ABSTRACT: We present a transformation for stochastic matrices and analyze the 
effects of using it in stochastic comparison with the strong stochastic (st) 
order. We show that unless the given stochastic matrix is row diagonally 
dominant, the transformed matrix provides better st bounds on the steady 
state probability distribution.

KEY WORDS: Markov processes; Probability distributions; Stochastic ordering;
st-order; Bounds