TY - GEN
T1 - Approximation and limiting behavior of random models
AU - Touri, Behrouz
AU - Nedić, Angelia
PY - 2010
Y1 - 2010
N2 - In this paper, we investigate limiting behavior of linear dynamic systems driven by random stochastic matrices. We introduce and study the new concepts of partial ergodicity and ℓ1-approximation of a given chain of stochastic matrices. We show that partial ergodicity of a chain is invariant under ℓ1-approximations. We also introduce an infinite flow graph of a random chain and use the connectivity components of this graph to characterize the ergodicity classes of a chain. Finally, we provide a result showing that, under certain conditions, the ergodicity classes of an independent random chain and its expected counterpart are the same.
AB - In this paper, we investigate limiting behavior of linear dynamic systems driven by random stochastic matrices. We introduce and study the new concepts of partial ergodicity and ℓ1-approximation of a given chain of stochastic matrices. We show that partial ergodicity of a chain is invariant under ℓ1-approximations. We also introduce an infinite flow graph of a random chain and use the connectivity components of this graph to characterize the ergodicity classes of a chain. Finally, we provide a result showing that, under certain conditions, the ergodicity classes of an independent random chain and its expected counterpart are the same.
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U2 - 10.1109/CDC.2010.5717948
DO - 10.1109/CDC.2010.5717948
M3 - Conference contribution
AN - SCOPUS:79953130850
SN - 9781424477456
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2656
EP - 2663
BT - 2010 49th IEEE Conference on Decision and Control, CDC 2010
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 49th IEEE Conference on Decision and Control, CDC 2010
Y2 - 15 December 2010 through 17 December 2010
ER -