On the limiting set of nonnegative matrix products

DOI10.1016/0167-7152(84)90007-5zbMath0541.15009OpenAlexW2029010338MaRDI QIDQ794743

Eugene Seneta

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90007-5

zbMATH Keywords

coefficient of ergodicitylimiting behaviourstochastic vectorsasymptotic setnonnegative matrix products

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)

Related Items

Lumping in Markov set-chains ⋮ Cyclic markov set-chains ⋮ An uncertain life: Demography in random environments ⋮ Cone control on nonnegative control equations ⋮ The long-run behavior of Markov chains ⋮ Boxed iterations. ⋮ Concerning interval leslie matrix calculations ⋮ Numerical bounds on fluctuating linear processes ⋮ Stochastic box limits for nonhomogeneous markov chains ⋮ Component bounds on markov set-chain limiting sets ⋮ Results on limiting sets of Markov set chains

Cites Work

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• Strong ergodicity of nonnegative matrix products
• The set of limiting distributions for a Markov chain with fuzzy transition probabilities
• Non-negative matrices and Markov chains. 2nd ed
• A result concerning strongly ergodic nonhomogeneous Markov chains
• On the Limiting Set of Stochastic Products xA 1 ⋅A k
• Coefficients of ergodicity: structure and applications
• On strong ergodicity of inhomogeneous products of finite stochastic matrices