AbstractWe determine a sufficient condition for the convergence to 0 of general products formed from a sequence of real or complex matrices. Our result is applied to obtain a condition for the weak ergodicity of an inhomogeneous Markov chain. We make some remarks comparing coefficients of ergodicity and we give a method for constructing these
AbstractThe work started by V. M. Maksimov [1970, Theory Probab. Appl. 15, 604–618], and continued b...
AbstractLet X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matric...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
AbstractGiven a square matrix A and a norm ‖ ‖, the coefficient of ergodicity of A with respect to ‖...
AbstractFor a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite...
AbstractFor a sequence of stochastic matrices {Qk}∞k=0 we establish conditions for weak ergodicity o...
AbstractRecent papers have shown that Π∞k = 1 P(k) = limm→∞ (P(m) ⋯ P(1)) exists whenever the sequen...
AbstractIn the normed metric space of n-square complex matrices, convergence of Σi∥Ai∥ implies conve...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
This thesis examines convergence infinite products in groups and semigroups. Chapter One formulates ...
AbstractThis paper considers a finite set of stochastic matrices of finite order. Conditions are giv...
The study deals with products of independent uniformly distributed matrices of the second order. The...
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introduc...
AbstractA classical result of Markov chain theory states that if A is primitive and stochastic then ...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
AbstractThe work started by V. M. Maksimov [1970, Theory Probab. Appl. 15, 604–618], and continued b...
AbstractLet X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matric...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
AbstractGiven a square matrix A and a norm ‖ ‖, the coefficient of ergodicity of A with respect to ‖...
AbstractFor a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite...
AbstractFor a sequence of stochastic matrices {Qk}∞k=0 we establish conditions for weak ergodicity o...
AbstractRecent papers have shown that Π∞k = 1 P(k) = limm→∞ (P(m) ⋯ P(1)) exists whenever the sequen...
AbstractIn the normed metric space of n-square complex matrices, convergence of Σi∥Ai∥ implies conve...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
This thesis examines convergence infinite products in groups and semigroups. Chapter One formulates ...
AbstractThis paper considers a finite set of stochastic matrices of finite order. Conditions are giv...
The study deals with products of independent uniformly distributed matrices of the second order. The...
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introduc...
AbstractA classical result of Markov chain theory states that if A is primitive and stochastic then ...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
AbstractThe work started by V. M. Maksimov [1970, Theory Probab. Appl. 15, 604–618], and continued b...
AbstractLet X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matric...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...