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 , we give a sufficient condition for the convergence to 0 on 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, --contraction, and --contraction, where 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}
}