Product of Random Stochastic Matrices

Details Product of Random Stochastic Matrices Product of Random Stochastic Matrices

2011-10-08

arxiv.org/abs/1110.1751v1

Mathematics

Probability

Scientific paper

It is well-known that for any aperiodic and irreducible stochastic matrix
$A$, $\lim_{k\to\infty}A^k$ exists and it is a rank one stochastic matrix. We
show that a generalization of this result not only holds for inhomogeneous
chains of stochastic matrices but also for independent random chains of such
matrices.

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