Dj. Hartfiel et Ug. Rothblum, CONVERGENCE OF INHOMOGENOUS PRODUCTS OF MATRICES AND COEFFICIENTS OF ERGODICITY, Linear algebra and its applications, 277(1-3), 1998, pp. 1-9
Given a square matrix A and a norm II ii, the coefficient of ergodicit
y of A with respect to parallel to parallel to is defined as max {para
llel to x(T)All; x is an element of R-n, parallel to x parallel to = 1
, x(T)F = 0} with F as a matrix satisfying AF = 0. We demonstrate that
for a bounded set of such matrices with all coefficients of ergodicit
y of the matrices in the set below 1, all sequences constructed throug
h inhomogenous products of matrices from the set converge geometricall
y. (C) 1998 Elsevier Science Inc. All rights reserved.