Abstract

A Markov sequence is a non-zero sequence of complex numbers that satisfies a homogeneous linear difference equation with constant coefficients. The terms of such a sequence M admit of a representation of the form M(k) = cA k b, k = 0, 1, 2,..., where A, b, c are matrices of orders n × n, n × 1, 1 × n, respectively, and n is least in the sense that b, c t are cyclic vectors for A and its transpose A t , respectively. In this article, we study the relationship between the long-term behaviour of M and the spectral properties of A. In particular, we determine the asymptotic behaviour of M(k) as k → ∞, and prescribe various conditions on M from which it can be decided that the spectral radius of A is one of its eigenvalues. For instance, we prove that this occurs when the terms of M are eventually nonnegative.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.