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On the limiting set of nonnegative matrix products

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  • Seneta, E.

Abstract

We study the asymptotic set and limiting behaviour of normed products of the form x(t) = x(o) H1H2...Ht/x(0) H1H2...Ht1 as t --> [infinity], where x(0) may be drawn from a closed set of (1 x n) stochastic vectors, and each Hi from a closed subset of (n x n) nonnegative matrices satisfying certain other conditions. The results extend to general nonnegative matrices, along the lines of [7], results for stochastic matrices Hi partly due to Hartfiel [3] and Stanford [8].

Suggested Citation

  • Seneta, E., 1984. "On the limiting set of nonnegative matrix products," Statistics & Probability Letters, Elsevier, vol. 2(3), pages 159-163, May.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:3:p:159-163
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