All Questions
4 questions
16
votes
3
answers
791
views
Random products of projections: bounds on convergence rate?
The von Neumann-Halperin [vN,H] theorem shows that iterating a fixed product of projection operators converges to the projector onto the intersection subspace of the individual projectors. A good ...
4
votes
1
answer
189
views
Weak ergodicity of nonhomogenous products of 0-1 matrices
Here is a question which probably has a negative answer, but I couldn't find any literature directly on it.
Let $(A_n)$ be a sequence of rectangular 0-1 matrices (that is, the entries are restricted ...
2
votes
0
answers
458
views
Random variable matrix exponential
I am trying to find out the distribution of a matrix exponential which is a function of a random variable. My mathematics background is very limited and I hope I can receive some help from here.
What ...
1
vote
1
answer
218
views
Row-stochasticity of the Jacobian matrix of a stationary distribution
Let $P_{\mathbf{p}}$ be a $n \times n$ row-stochastic matrix whose entries are a function of a probability vector $\mathbf{p} \in \mathbf{R}_{> 0}^n$, $\sum_i p_i = 1$ and define the following ...