On ergodicity coefficients of infinite stochastic matrices

被引：0

作者：

Rhodius, A ^{[1
]}

机构：

[1] Tech Univ Dresden, FB Math, D-01062 Dresden, Germany

来源：

ZEITSCHRIFT FUR ANALYSIS UND IHRE ANWENDUNGEN | 2000年 / 19卷 / 03期

关键词：

extreme points; spectrum; product of matrices; weak ergodicity;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A class of ergodicity coefficients for infinite stochastic matrices is introduced and investigated with respect to connections to the well-known delta -coefficient. The theory yields results on the behaviour of infinite products of stochastic matrices, in particular on inhomogeneous Markov chains and Markov systems.

引用

页码：873 / 887

页数：15

共 19 条

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