Pointwise stabilization equivalence for discrete-time stationary matrix-valued Markovian chains
Pointwise stabilization equivalence for discrete-time stationary matrix-valued Markovian chains
Let be a discrete-time stationary matrix-valued Markovian chain, with consistent convergence and consistent exponential convergence understood in the sense of the paper. Pointwise stabilization conjecture. Without assuming , is consistently convergent if and only if it is consistently exponentially convergent.
The result is proved in the paper under the additional condition ; the conjecture asks whether that condition can be removed.
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Primary source
Xiongping Dai, Yu Huang and Mingqing Xiao, “Pointwise Stabilization of Discrete-time Stationary Matrix-valued Markovian Chains”, arXiv:1107.0132 (2013).
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