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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 ...
lum's user avatar
  • 113
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 ...
David Handelman's user avatar
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 ...
Winton's user avatar
  • 21
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 ...
Martin Schwarz's user avatar