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