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Convolution Powers of Probabilities on Stochastic Matrices

Author

Listed:
  • Santanu Chakraborty

    (Indian Statistical Institute)

  • B. V. Rao

Abstract

For any probability μ on the space of d×d stochastic matrices we associate a probability $$\tilde \mu $$ ; on a finite group—a subgroup of the permutation group—related to the kernel of the semigroup generated by the support of μ. We show that μn converges iff $$\tilde \mu $$ n converges.

Suggested Citation

  • Santanu Chakraborty & B. V. Rao, 2001. "Convolution Powers of Probabilities on Stochastic Matrices," Journal of Theoretical Probability, Springer, vol. 14(2), pages 599-603, April.
    • Handle: RePEc:spr:jotpro:v:14:y:2001:i:2:d:10.1023_a:1011180117932
    DOI: 10.1023/A:1011180117932
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    Cited by:

    1. Göran Högnäs & Arunava Mukherjea, 2003. "Maximal Homomorphic Group Image and Convergence of Convolution Sequences on a Semigroup," Journal of Theoretical Probability, Springer, vol. 16(4), pages 847-854, October.
    2. Santanu Chakraborty, 2023. "Limit Distributions of Products of Independent and Identically Distributed Random 2 × 2 Stochastic Matrices: A Treatment with the Reciprocal of the Golden Ratio," Mathematics, MDPI, vol. 11(24), pages 1-13, December.

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