Basic properties of the projective product with application to products of column-allowable nonnegative matrices

Mathematics of Control, Signals, and Systems

Volumn 13, Issue 1, 2000, Pages 41-62

  Le Gland, François ^a   Mevel, Laurent ^a  

^a CAMPUS DE BEAULIEU   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; GRAPH THEORY; MARKOV PROCESSES; MATHEMATICAL MODELS; STATE SPACE METHODS; THEOREM PROVING;

EXPONENTIAL FORGETTING; HIDDEN MARKOV MODELS (HMM); LIPSCHITZ CONSTANT; NONNEGATIVE MATRICES;

MATRIX ALGEBRA;

EID: 0033890050     PISSN: 09324194     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00009860     Document Type: Article

References (8)

1. A. Arapostathis and S. I. Marcus. Analysis of an identification algorithm arising in the adaptive estimation of Markov chains. Mathematics of Control, Signals, and Svstems, 3(1):1-29, 1990.
2. G. Birkhoff. Lattice Theory, 3rd edition. Volume XXV of Colloquium Publications. American Mathematical Society, Providence, RI, 1967.
3. H. Furstenberg and H. Kesten. Product of random matrices. The Annals of Mathematical Statistics, 31(2):457-469, June 1960.
4. M. Hürzeler. Statistical Methods for General State-Space Models. Ph.D. Thesis, Department of Mathematics, ETH Zürich, Zürich, 1998.
5. T. Kaijser. A limit theorem for partially observed Markov chains. The Annals of Probability, 3(4):677-696, August 1975.
6. F. Le Gland and L. Mevel. Exponential forgetting and geometric ergodicity in hidden Markov models. Mathematics of Control, Signals, and Systems, this issue, pp. 63-93.
7. E. Seneta. Coefficients of ergodicity: structure and applications. Advances in Applied Probability, 11(3):576-590, September 1979.
8. E. Seneta. Non-Negative Matrices and Markov Chains, 2nd edition. Springer Series in Statistics. Springer-Verlag, New York, 1981.