On backward product of stochastic matrices

DOI10.1016/J.AUTOMATICA.2012.05.025zbMATH Open1275.15021arXiv1102.0244OpenAlexW2050592771MaRDI QIDQ2391435FDOQ2391435

Authors: Behrouz Touri, Angelia Nedić 

Publication date: 31 July 2013

Published in: Automatica (Search for Journal in Brave)

Abstract: We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introducing the concept of absolute infinite flow property. We 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, we establish that the absolute infinite flow property is equivalent to ergodicity for doubly stochastic chains. Furthermore, we develop a rate of convergence result for ergodic doubly stochastic chains. We 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, we apply the results to provide a necessary and sufficient condition for the absolute asymptotic stability of a discrete linear inclusion driven by doubly stochastic matrices.

Full work available at URL: https://arxiv.org/abs/1102.0244

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zbMATH Keywords

ergodicityasymptotic stabilitydistributed controlswitching controldoubly stochastic matricesaveraging controlabsolute infinite flow propertydiscrete inclusion systemsproduct of stochastic matrices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

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Cited In (11)

• Alternating projection method for intersection of convex sets, multi-agent consensus algorithms, and averaging inequalities
• Phase transitions in the Ising model on a hierarchical random graph based on the triangle
• Topology preservation for multi-agent networks: design and implementation
• A decentralized multi-objective optimization algorithm
• Dynamics of a doubly stochastic system
• Random asynchronous iterations in distributed coordination algorithms
• Design and analysis of reset strategy for consensus in networks with cluster pattern
• Convergence rate of Markov chains over switching distance regular networks
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
• Distributed fixed point method for solving systems of linear algebraic equations
• Convergence of max-min consensus algorithms

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