We introduce a novel methodology for analysing well known classes of adaptive algorithms. Combining recent developments concerning geometric ergodicity of stationary Markov processes and long existing results from the theory of Perturbations of Linear Operators we first study the behaviour and conve
Invertibly convergent infinite products of matrices, with applications to difference equations
โ Scribed by W.F. Trench
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 335 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0898-1221
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โฆ Synopsis
The standard definition of convergence of an infinite product of scalars is extended co B
to the infinite product P = ~m=l m of k ร k matrices; that is, P is convergent according to the definition given here if and only if there is an integer N such that Bm is invertible for m > N and P = limn~co I]nm=N(I + Am) is invertible. Sufficient conditions for this kind of convergence are given. Some of the results seem to be new even for infinite products of scalars. The results are derived by considering related systems of difference equations, and have implications concerning the asymptotic behavior of solutions of these systems.
๐ SIMILAR VOLUMES
The class of continued radicals r,J(ar +?/(a, +Iq(a, + . . .))) is investigated for the case where a, > O,r, > 2. Results concerning the convergence of continued radicals are obtained and an error estimate is givenfor the approximating sequence t, = 'q(al +';/(a, + ... +';/(a.))), n = 1,2,. . , in