On backward product of stochastic matrices (Q2391435)

The authors study the ergodicity of the backward product of stochastic and doubly stochastic matrices by introducing the concept of absolute infinite flow property. They show that this property is necessary for ergodicity of any chain of stochastic matrices, by defining and exploring the properties of a rotational transformation for a stochastic chain. Then, they establish that the absolute infinite flow property is equivalent to ergodicity for doubly stochastic chains. Furthermore, they develop a rate of convergence result for ergodic doubly stochastic chains. They also investigate the limiting behavior of a doubly stochastic chain and show that the product of doubly stochastic matrices is convergent up to a permutation sequence. Finally, the results yield a necessary and sufficient condition for the absolute asymptotic stability of a discrete linear inclusion driven by doubly stochastic matrices.