On ergodicity, infinite flow, and consensus in random models

Behrouz Touri, Angelia Nedić

Research output: Contribution to journalArticlepeer-review


We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where the random matrices have independent but time-variant distribution. We introduce a new phenomenon, the infinite flow, and we study its fundamental properties and relations with the ergodicity and consensus. The central result is the infinite flow theorem establishing the equivalence between the infinite flow and the ergodicity for a class of independent random models, where the matrices in the model have a common steady state in expectation and a feedback property. For such models, this result demonstrates that the expected infinite flow is both necessary and sufficient for the ergodicity. The result is providing a deterministic characterization of the ergodicity, which can be used for studying the consensus and average consensus over random graphs.

Original languageEnglish (US)
Article number5624571
Pages (from-to)1593-1605
Number of pages13
JournalIEEE Transactions on Automatic Control
Issue number7
StatePublished - Jul 2011


  • Ergodicity
  • infinite flow
  • linear random model
  • product of random matrices
  • random consensus

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering


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