Ergodicity of p-majorizing quadratic stochastic operators
A scrambling square stochastic matrix plays an important role in the theory of the classical Markov chain. One of the classical results states that a row-stochastic matrix is strongly ergodic if and only if its some power is a scrambling matrix. In this paper, we deal with the similar problem for a...
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| Format: | Article |
| Language: | English English |
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Polymat Publishing Company
2018
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| Online Access: | http://irep.iium.edu.my/64760/ http://irep.iium.edu.my/64760/ http://irep.iium.edu.my/64760/1/64760_Ergodicity%20of%20p-majorizing%20quadratic_SCOPUS.pdf http://irep.iium.edu.my/64760/7/64760_Ergodicity%20of%20p-majorizing%20quadratic_scopus.pdf |
| Summary: | A scrambling square stochastic matrix plays an important role in the theory of the classical Markov chain. One of the classical results states that a row-stochastic matrix is strongly ergodic if and only if its some power is a scrambling matrix. In this paper, we deal with the similar problem for a cubic stochastic matrix. We introduce a notion of p-majorizing quadratic stochastic operators and study the strong ergodicity of p-majorizing quadratic stochastic operators associated with scrambling, Sarymsakov, and Wolfowitz cubic stochastic matrices. © 2018 Polymat Ltd. All rights reserved. |
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