Geoffrey Pritchard, David J. Scott, The Eigenvalues of the Empirical Transition Matrix of a Markov Chain, Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp.

Let A be a stochastic matrix and ε a positive number. We consider all stochastic matrices within ε of A and their corresponding stochastic eigenvectors. A convex polytope containing these vectors is ...