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Generalized Sarymsakov Matrices

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Within the set of stochastic, indecomposable, aperiodic (SIA) matrices, the class of Sarymsakov matrices is the largest known subset that is closed under matrix multiplication, and more critically whose compact… Click to show full abstract

Within the set of stochastic, indecomposable, aperiodic (SIA) matrices, the class of Sarymsakov matrices is the largest known subset that is closed under matrix multiplication, and more critically whose compact subsets are all consensus sets. This paper shows that a larger subset with these two properties can be obtained by generalizing the standard definition for Sarymsakov matrices. The generalization is achieved by introducing the notion of the SIA index of a stochastic matrix, whose value is 1 for Sarymsakov matrices, and then exploring those stochastic matrices with larger SIA indices. In addition to constructing the larger set, this paper introduces another class of generalized Sarymsakov matrices, which contains matrices that are not SIA, and studies their products. Sufficient conditions are provided for an infinite product of matrices from this class, converging to a rank-one matrix. Finally, as an application of the results just described and to confirm their usefulness, a necessary and sufficient combinatorial condition, the “avoiding set condition,” for deciding whether or not a compact set of stochastic matrices is a consensus set is revisited. In addition, a necessary and sufficient combinatorial condition is established for deciding whether or not a compact set of doubly stochastic matrices is a consensus set.

Keywords: stochastic matrices; condition; class; generalized sarymsakov; sarymsakov matrices

Journal Title: IEEE Transactions on Automatic Control
Year Published: 2019

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