DISCRETE PROBABILITY MEASURES ONSTOCHASTICMATRICES AND A FUNCTIONAL EQUATION ON
A. Mukherjea J. S. Ratti
Abstract: In this paper, we consider the following natural problem: suppose and are
two probability measures with finite supports respectively, such
that and stochastic matrices, and
(the -th convolution power of under matrix multiplication), as well as
converges weakly to the same probability measure where
stochastic matrices with rank one. Then when does it follow that What if
In other words, can two different random walks, in this context,
have the same invariant probability measure? Here, we consider related problems.