In recent years, some interest has been devoted to studying doubly stochastic Markov chains. These chains appears naturally in many real-life applications such as quantum measurements. In this note, we proceed to characterize the asymptotic behavior of an homogeneous doubly stochastic Markov chains. In particular, we characterize the doubly stochastic matrices whose associated Markov chain (1) describes a cycle; (2) converges to a given matrix; and (3) diverges. We also provide a new sufficient condition for the infinite product of doubly stochastic matrice
AbstractRecent papers have shown that Π∞k = 1 P(k) = limm→∞ (P(m) ⋯ P(1)) exists whenever the sequen...
International audienceWe study a class of Markov chains that model the evolution of a quantum system...
Summary. Bounds on convergence rates for Markov chains are a very widely-studied topic, motivated la...
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introduc...
yesA time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is co...
We study the ergodicity of backward product of stochastic and doubly stochas-tic matrices by introdu...
AbstractThe work started by V. M. Maksimov [1970, Theory Probab. Appl. 15, 604–618], and continued b...
AbstractKingman and Williams [6] showed that a pattern of positive elements can occur in a transitio...
In this paper we discuss the ergodicity of stochastic and doubly stochastic chains. We define absolu...
AbstractThis paper considers a finite set of stochastic matrices of finite order. Conditions are giv...
In this paper we consider a general class of infinite multidimensional Markov chains and derive expl...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
AbstractWe show that infinite locally finite doubly stochastic matrices are particular limits of seq...
Let Ψn be a product of n independent, identically distributed random matrices M, with the properties...
In this paper, we use a geometric viewpoint to prove several of the fundamental theo...
AbstractRecent papers have shown that Π∞k = 1 P(k) = limm→∞ (P(m) ⋯ P(1)) exists whenever the sequen...
International audienceWe study a class of Markov chains that model the evolution of a quantum system...
Summary. Bounds on convergence rates for Markov chains are a very widely-studied topic, motivated la...
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introduc...
yesA time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is co...
We study the ergodicity of backward product of stochastic and doubly stochas-tic matrices by introdu...
AbstractThe work started by V. M. Maksimov [1970, Theory Probab. Appl. 15, 604–618], and continued b...
AbstractKingman and Williams [6] showed that a pattern of positive elements can occur in a transitio...
In this paper we discuss the ergodicity of stochastic and doubly stochastic chains. We define absolu...
AbstractThis paper considers a finite set of stochastic matrices of finite order. Conditions are giv...
In this paper we consider a general class of infinite multidimensional Markov chains and derive expl...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
AbstractWe show that infinite locally finite doubly stochastic matrices are particular limits of seq...
Let Ψn be a product of n independent, identically distributed random matrices M, with the properties...
In this paper, we use a geometric viewpoint to prove several of the fundamental theo...
AbstractRecent papers have shown that Π∞k = 1 P(k) = limm→∞ (P(m) ⋯ P(1)) exists whenever the sequen...
International audienceWe study a class of Markov chains that model the evolution of a quantum system...
Summary. Bounds on convergence rates for Markov chains are a very widely-studied topic, motivated la...