On the limiting set of nonnegative matrix products

E. Seneta

Statistics & Probability Letters, 1984, vol. 2, issue 3, 159-163

Abstract: We study the asymptotic set and limiting behaviour of normed products of the form x(t) = x(o) H1H2...Ht/x(0) H1H2...Ht1 as t --> [infinity], where x(0) may be drawn from a closed set of (1 x n) stochastic vectors, and each Hi from a closed subset of (n x n) nonnegative matrices satisfying certain other conditions. The results extend to general nonnegative matrices, along the lines of [7], results for stochastic matrices Hi partly due to Hartfiel [3] and Stanford [8].

Keywords: nonnegative; matrices; coefficient; of; ergodicity (search for similar items in EconPapers)
Date: 1984
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