The convergence of general products of matrices and the weak ergodicity of Markov chains

DOI10.1016/S0024-3795(98)10196-9zbMath0943.15011OpenAlexW2065700200MaRDI QIDQ1301309

Hans Schneider, Michael Neumann

Publication date: 5 September 2000

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(98)10196-9

zbMATH Keywords

convergenceergodicity coefficientsMarkov chainproducts of matricesstochastic matricesmatrix normbounded product

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Stochastic matrices (15B51)

Related Items (2)

On ergodicity coefficients of infinite stochastic matrices ⋮ Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities

Cites Work

• On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices
• Matrix norms applied to weakly ergodic Markov chains
• A characterization of Dobrushin's coefficient of ergodicity
• Non-negative matrices and Markov chains. 2nd ed
• On infinite products of stochastic matrices
• Convergence of inhomogeneous products of matrices and coefficients of ergodicity
• On explicit forms for ergodicity coefficients
• Abschätzungen für die Eigenwerte positiver linearer Operatoren
• A comparison of some bounds for the nontrivial eigenvalues of stochastic matrices
• Infinite products and paracontracting matrices
• Coefficients of ergodicity generated by non-symmetrical vector norms
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