EXPONENTIAL STABILITY OF MATRIX-VALUED MARKOV CHAINS VIA NONIGNORABLE PERIODIC DATA Academic Article uri icon

abstract

  • Let = { n } n 0 \boldsymbol {xi }={xi _n}_{nge 0} be a Markov chain defined on a probability space ( , F , P ) (Omega ,mathscr {F},mathbb {P}) valued in a discrete topological space S \boldsymbol {S} that consists of a finite number of real d d d imes d matrices. As usual, \boldsymbol {xi } is called uniformly exponentially stable if there exist two constants C > 0 C>0 and 0 > > 1 0>lambda >1 such that P ( 0 ( ) n 1 ( ) C n n 1

published proceedings

  • TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY

author list (cited authors)

  • Dai, X., Huang, T., & Huang, Y. u.

citation count

  • 1

complete list of authors

  • Dai, Xiongping||Huang, Tingwen||Huang, Yu

publication date

  • August 2017