论文标题
perron-frobenius定理,用于强烈的大量随机链
A Perron-Frobenius Theorem for Strongly Aperiodic Stochastic Chains
论文作者
论文摘要
我们将Perron-Frobenius定理推广到随时间变化的行式矩阵,如下所示:使用Kolmogorov的绝对概率序列的概念,这些概念是主要特征向往的时间变化的类似物,我们确定了一组连接条件,并确定了IR可及时性(强度连接)的概念(我们)的概念(我们的强度连接),我们(vary)是ir可及时的(我们)的仪式(我们)ir trice(vary)irs ir newsion n of time(与给定矩阵序列相关的绝对概率序列是(a)均匀的阳性和(b)唯一的。我们的结果适用于离散时间和连续时间设置。然后,我们将主要结果的一些应用程序与非基质学习,分布式优化,意见动力学以及对随机网络的平均动力学相关的应用。
We derive a generalization of the Perron-Frobenius theorem to time-varying row-stochastic matrices as follows: using Kolmogorov's concept of absolute probability sequences, which are time-varying analogs of principal eigenvectors, we identify a set of connectivity conditions that generalize the notion of irreducibility (strong connectivity) to time-varying matrices (networks), and we show that under these conditions, the absolute probability sequence associated with a given matrix sequence is (a) uniformly positive and (b) unique. Our results apply to both discrete-time and continuous-time settings. We then discuss a few applications of our main results to non-Bayesian learning, distributed optimization, opinion dynamics, and averaging dynamics over random networks.