On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices (Q677130): Difference between revisions
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Revision as of 00:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices |
scientific article |
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On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices (English)
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27 August 1997
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The author starts with a sequence of stochastic matrices and studies conditions for weak ergodicity of infinite products taken in any order. A relation between an arbitrary ergodicity coefficient and Dobrushin's coefficient is obtained which helps in generalizing Leizarowitz's theorem regarding sufficient conditions for weak ergodicity of all infinite products. This shows that Dobrushin's ergodicity coefficient has an important place in the class of all ergodicity coefficients arising out of different norms.
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stochastic matrices
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weakly ergodicity
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infinite products
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ergodicity coefficients
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