On Products of Nonnegative Matrices
Open Access
- 1 October 1990
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 18 (4) , 1806-1815
- https://doi.org/10.1214/aop/1176990650
Abstract
A representation for products of finite nonnegative matrices is given in terms of products of stochastic matrices and as a result Markov chain arguments are used to derive ratio limit properties. In particular, we obtain necessary and sufficient conditions for weak ergodicity and give a probabilistic proof of the Coale-Lopez theorem. In the general case, there are several sequences of sets of partitions of the state space corresponding to an associated nonhomogeneous Markov chain which lead to a number of ratio product limits. Asymptotic column proportionality, characteristic of weak ergodicity, may occur only inside each sequence of sets with one possible exception.Keywords
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