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EXTREMAL ERGODIC MEASURES AND THE FINITENESS PROPERTY OF MATRIX SEMIGROUPS
被引:0
|作者:
Dai, Xiongping
[1
]
Huang, Yu
[2
]
Xiao, Mingqing
[3
]
机构:
[1] Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China
[2] Zhongshan Sun Yat Sen Univ, Dept Math, Guangzhou 510275, Guangdong, Peoples R China
[3] So Illinois Univ, Dept Math, Carbondale, IL 62901 USA
基金:
中国国家自然科学基金;
关键词:
The finiteness property;
joint/generalized spectral radius;
extremal probability;
random product of matrices;
GENERALIZED SPECTRAL-RADIUS;
DISCRETE INCLUSIONS;
LYAPUNOV INDICATOR;
LINEAR-SYSTEMS;
CONJECTURE;
STABILITY;
COUNTEREXAMPLE;
PRODUCTS;
D O I:
暂无
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
Let S = {S-1, ... , S-K} be a finite set of complex d x d matrices and Sigma(+)(K) be the compact space of all one-sided infinite sequences i. : N -> {1, ... , K}. An ergodic probability mu(*) of the Markov shift theta : Sigma(+)(K) -> Sigma(+)(K) ;i, -> i. + 1, is called " extremal" for S if rho(S) = lim(n ->infinity) root parallel to S-i1 ... S-in parallel to holds for mu(*)-a.e. i. is an element of Sigma(+)(K), where rho(S) denotes the generalized/joint spectral radius of S. Using the extremal norm and the Kingman subadditive ergodic theorem, it is shown that S has the spectral finiteness property (i. e. rho(S) = (n)root rho((Si1) ... S-in) for some finite-length word (i(1), ... , i(n))) if and only if for some extremal measure mu* of S, it has at least one periodic density point i. is an element of Sigma(+)(K)
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页码:393 / 401
页数:9
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