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We present a convergence result for infinite products of stochastic matrices with positive diagonals. We regard infinity of the product to the left. Such a product converges partly to a fixed matrix if the minimal positive entry of each…

Optimization and Control · Mathematics 2007-08-24 Jan Lorenz

A theorem on (partial) convergence to consensus of multiagent systems is presented. It is proven with tools studying the convergence properties of products of row stochastic matrices with positive diagonals which are infinite to the left.…

Optimization and Control · Mathematics 2015-03-17 Jan Lorenz

With the growth of magnitude of multi-agent networks, distributed optimization holds considerable significance within complex systems. Convergence, a pivotal goal in this domain, is contingent upon the analysis of infinite products of…

Optimization and Control · Mathematics 2024-01-29 Zhaoyue Xia , Jun Du , Chunxiao Jiang , H. Vincent Poor , Zhu Han , Yong Ren

The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic…

Probability · Mathematics 2013-01-15 Behrouz Touri , Angelia Nedich

We discuss the possibility of reaching consensus in finite time using only linear iterations, with the additional restrictions that the update matrices must be stochastic with positive diagonals and consistent with a given graph structure.…

Multiagent Systems · Computer Science 2014-08-26 Julien M. Hendrickx , Guodong Shi , Karl H. Johansson

We analyze the asymptotic convergence of all infinite products of matrices taken in a given finite set, by looking only at finite or periodic products. It is known that when the matrices of the set have a common nonincreasing polyhedral…

Discrete Mathematics · Computer Science 2016-10-14 Pierre-Yves Chevalier , Julien M. Hendrickx , Raphaël M. Jungers

Distributed consensus and other linear systems with system stochastic matrices $W_k$ emerge in various settings, like opinion formation in social networks, rendezvous of robots, and distributed inference in sensor networks. The matrices…

Probability · Mathematics 2015-06-04 Dragana Bajovic , Joao Xavier , Jose M. F. Moura , Bruno Sinopoli

We consider the problem of determining the existence of a sequence of matrices driving a discrete-time consensus system to consensus. We transform this problem into one of the existence of a product of the transition (stochastic) matrices…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-05 Pierre-Yves Chevalier , Julien M. Hendrickx , Raphaël M. Jungers

A necessary and sufficient condition for the convergence of an infinite right product of matrices of the form | I B | A = | 0 C |, with (uniformly) contracting submatrices $C$, is proven.

Rings and Algebras · Mathematics 2007-05-23 Olga Holtz

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…

Rings and Algebras · Mathematics 2016-09-07 Michael Neumann , Hans Schneider

We formulate conjectures regarding the maximum value and maximizing matrices of the permanent and of diagonal products on the set of stochastic matrices with bounded rank. We formulate equivalent conjectures on upper bounds for these…

Combinatorics · Mathematics 2018-08-02 Yair Lavi

In this study, the orthogonalization process for different inner products is applied to pairwise comparisons. Properties of consistent approximations of a given inconsistent pairwise comparisons matrix are examined. A method of a derivation…

Other Computer Science · Computer Science 2020-02-18 W. W. Koczkodaj , R. Smarzewski , J. Szybowski

If a left-product $M_n... M_1$ of square complex matrices converges to a nonnull limit when $n\to\infty$ and if the $M_n$ belong to a finite set, it is clear that there exists an integer $n_0$ such that the $M_n$, $n\ge n_0$, have a common…

Probability · Mathematics 2010-06-17 Alain Thomas

An SIA matrix is a stochastic matrix whose sequence of powers converges to a rank-one matrix. This convergence is desirable in various applications making use of stochastic matrices, such as consensus, distributed optimization and Markov…

Discrete Mathematics · Computer Science 2017-12-08 Pierre-Yves Chevalier , Vladimir V. Gusev , Raphaël M. Jungers , Julien M. Hendrickx

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Probability · Mathematics 2021-05-21 Aleksandr Shchegolev

The aim of this manuscript is to understand the dynamics of products of nonnegative matrices. We extend a well known consequence of the Perron-Frobenius theorem on the periodic points of a nonnegative matrix to products of finitely many…

Dynamical Systems · Mathematics 2020-12-11 Sachindranath Jayaraman , Yogesh Kumar Prajapaty , Shrihari Sridharan

We consider inhomogeneous matrix products over max-plus algebra, where the matrices in the product satisfy certain assumptions under which the matrix products of sufficient length be rank-one, as it was shown in [6][L. Shue, B.D.O.…

Rings and Algebras · Mathematics 2019-04-15 Arthur Kennedy Cochran Patrick , Sergei Sergeev , Štefan Berežný

This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…

Information Theory · Computer Science 2020-12-18 Galen Reeves

We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introducing the concept of absolute infinite flow property. We show that this property is necessary for ergodicity of any chain of stochastic…

Dynamical Systems · Mathematics 2011-09-13 Behrouz Touri , Angelia Nedic

We prove tight bounds for the $\infty$-norm of the inverse of symmetric, diagonally dominant positive matrices. We also prove a new lower-bound form of Hadamard's inequality for the determinant of diagonally dominant positive matrices and…

Functional Analysis · Mathematics 2015-03-20 Christopher J. Hillar , Shaowei Lin , Andre Wibisono
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