Pointwise stabilization equivalence for discrete-time stationary matrix-valued Markovian chains

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Let (S,Ξ)(\boldsymbol{S},\Xi) 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 ρ^(S)=1\hat{\rho}(\boldsymbol{S})=1, (S,Ξ)(\boldsymbol{S},\Xi) is consistently convergent if and only if it is consistently exponentially convergent.

The result is proved in the paper under the additional condition ρ^(S)=1\hat{\rho}(\boldsymbol{S})=1; the conjecture asks whether that condition can be removed.

References

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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