Ergodicity for products of infinite stochastic matrices (Q1210344): Difference between revisions
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Latest revision as of 09:23, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity for products of infinite stochastic matrices |
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Ergodicity for products of infinite stochastic matrices (English)
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11 November 1993
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A sufficient condition for weak ergodicity of products of infinite- dimensional stochastic matrices with no zero columns is given. The author's proof follows the line of reasoning presented in an earlier paper (dealing with a similar result for products of infinite-dimensional nonnegative matrices) due to \textit{S. Gibert} and the reviewer [Math. Z. 196, 485-490 (1987; Zbl 0613.15018)].
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weak ergodicity
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products of infinite-dimensional nonnegative matrices
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