Related papers: Convergence in inhomogeneous consensus processes w…
We study random products of matrices in SL_2(C) from the point of view of holomorphic dynamics. For non-elementary measures with finite first moment we obtain the exponential convergence towards the stationary measure in Sobolev norm. As a…
We prove that the fixed point iteration of arbitrary positive concave mappings with nonempty fixed point set converges geometrically for any starting point. We also show that positivity is crucial for this result to hold, and the concept of…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
Consensus is a well-studied problem in distributed sensing, computation and control, yet deriving useful and easily computable bounds on the rate of convergence to consensus remains a challenge. This paper discusses the use of seminorms for…
In this paper, we introduce properly-invariant diagonality measures of Hermitian positive-definite matrices. These diagonality measures are defined as distances or divergences between a given positive-definite matrix and its diagonal part.…
Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…
In a synchronized network of $n$ nodes, each node will update its parameter based on the system state in a given iteration. It is well-known that the updates can converge to a fixed point if the maximum absolute eigenvalue (spectral radius)…
We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…
We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…
This paper investigates the consensus problem of multiple uncertain Lagrangian systems. Due to the discontinuity resulted from the switching topology, achieving consensus in the context of uncertain Lagrangian systems is challenging. We…
We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…
Let $\{A_{i,n}\}$ be a triangular array of elements in a Banach algebra, whose norms do not grow too fast, and whose row averages converge to $A$. Let $\sigma \in S(n)$ be a permutation drawn uniformly at random. If the array only contains…
We consider the problem of convergence to zero of matrix products $A_{n}B_{n}\cdots A_{1}B_{1}$ with factors from two sets of matrices, $A_{i}\in\mathscr{A}$ and $B_{i}\in\mathscr{B}$, due to a suitable choice of matrices $\{B_{i}\}$. It is…
We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…
We answer the question if the continuous product of square matrices $M(t)$ over $t\in [0,1]$ can be correctly defined. The case where all $M(t)$ are taken from a finite set $\Sigma$ is studied. We find necessary and sufficient conditions on…
This note considers the constrained H-infinity consensus of multi-agent networks with nonidentical constraint sets. An improved distributed algorithm is adopted and a nonlinear controlled output function is defined to evaluate the effect of…
We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the…
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…
We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…
We introduce the problem of asymptotic subspace consensus, which requires the outputs of processes to converge onto a common subspace while remaining inside the convex hull of initial vectors.This is a relaxation of asymptotic consensus in…