Exponential stability of matrix-valued Markov chains via nonignorable periodic data
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exponential stabilitycanonical Markov measurematrix-valued Markov chainsnonignorable periodic dataOseledeč splitting
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stability theory for smooth dynamical systems (37C75) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)
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Cites work
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 635657 (Why is no real title available?)
- scientific article; zbMATH DE number 1542660 (Why is no real title available?)
- scientific article; zbMATH DE number 2136426 (Why is no real title available?)
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- Example of a nonergodic flow with nonzero characteristic numbers
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- Periodically switched stability induces exponential stability of discrete-time linear switched systems in the sense of Markovian probabilities
- Pointwise Stability of Discrete-Time Stationary Matrix-Valued Markovian Processes
- Robust periodic stability implies uniform exponential stability of Markovian jump linear systems and random linear ordinary differential equations
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- The generalized spectral-radius theorem: An analytic-geometric proof
- When do several linear operators share an invariant cone?
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