Abstract
A model of consensus leads to examples in which the ergodic behavior of a nonstationary product of random nonnegative matrices depends discontinuously on a continuous parameter. In these examples, a product of random matrices, each of which is a scrambling stochastic matrix, changes from being weakly ergodic (asymptotically of rank 1) with probability 1 to being weakly ergodic with probability 0 as a parameter of the process changes smoothly.
Original language | English (US) |
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Pages (from-to) | 315-322 |
Number of pages | 8 |
Journal | Stochastic Processes and their Applications |
Volume | 22 |
Issue number | 2 |
DOIs | |
State | Published - Jul 1986 |
Keywords
- ergodicity
- inhomogeneous products
- products of random nonnegative matrices
- strong limit laws
- zero-one laws
- zeta function
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics