On the limiting set of nonnegative matrix products
We study the asymptotic set and limiting behaviour of normed products of the form x(t) = x(o) H1H2...Ht/x(0) H1H2...Ht1 as t --> [infinity], where x(0) may be drawn from a closed set of (1 x n) stochastic vectors, and each Hi from a closed subset of (n x n) nonnegative matrices satisfying certain other conditions. The results extend to general nonnegative matrices, along the lines of [7], results for stochastic matrices Hi partly due to Hartfiel [3] and Stanford [8].
Year of publication: |
1984
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Authors: | Seneta, E. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 3, p. 159-163
|
Publisher: |
Elsevier |
Subject: | nonnegative matrices coefficient of ergodicity |
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