EXTREMAL ERGODIC MEASURES AND THE FINITENESS PROPERTY OF MATRIX SEMIGROUPS

被引:0
|
作者
Dai, Xiongping [1 ]
Huang, Yu [2 ]
Xiao, Mingqing [3 ]
机构
[1] Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China
[2] Zhongshan Sun Yat Sen Univ, Dept Math, Guangzhou 510275, Guangdong, Peoples R China
[3] So Illinois Univ, Dept Math, Carbondale, IL 62901 USA
基金
中国国家自然科学基金;
关键词
The finiteness property; joint/generalized spectral radius; extremal probability; random product of matrices; GENERALIZED SPECTRAL-RADIUS; DISCRETE INCLUSIONS; LYAPUNOV INDICATOR; LINEAR-SYSTEMS; CONJECTURE; STABILITY; COUNTEREXAMPLE; PRODUCTS;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let S = {S-1, ... , S-K} be a finite set of complex d x d matrices and Sigma(+)(K) be the compact space of all one-sided infinite sequences i. : N -> {1, ... , K}. An ergodic probability mu(*) of the Markov shift theta : Sigma(+)(K) -> Sigma(+)(K) ;i, -> i. + 1, is called " extremal" for S if rho(S) = lim(n ->infinity) root parallel to S-i1 ... S-in parallel to holds for mu(*)-a.e. i. is an element of Sigma(+)(K), where rho(S) denotes the generalized/joint spectral radius of S. Using the extremal norm and the Kingman subadditive ergodic theorem, it is shown that S has the spectral finiteness property (i. e. rho(S) = (n)root rho((Si1) ... S-in) for some finite-length word (i(1), ... , i(n))) if and only if for some extremal measure mu* of S, it has at least one periodic density point i. is an element of Sigma(+)(K)
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页码:393 / 401
页数:9
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