English

Partial norms and the convergence of general products of matrices

Rings and Algebras 2016-09-07 v1 Probability

Abstract

Motivated by the theory of inhomogeneous Markov chains, we determine a sufficient condition for the convergence to 0 of a general product formed from a sequence of real or complex matrices. When the matrices have a common invariant subspace HH, we give a sufficient condition for the convergence to 0 on HH of a general product. Our result is applied to obtain a condition for the weak ergodicity of an inhomogeneous Markov chain. We compare various types of contractions which may be defined for a single matrix, such as paracontraction, ll--contraction, and HH--contraction, where HH is an invariant subspace of the matrix.

Keywords

Cite

@article{arxiv.math/9802108,
  title  = {Partial norms and the convergence of general products of matrices},
  author = {Michael Neumann and Hans Schneider},
  journal= {arXiv preprint arXiv:math/9802108},
  year   = {2016}
}