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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Math 278C - Optimization and Data Science Seminar
Behrouz Touri
UCSD
Products of Random Stochastic Matrices and Application
Abstract:
Motivated by problems in distributed optimization and computation, we discuss a generalization of the Perron-Frobenius Theorem to products of random stochastic matrices. To do so, we introduce several objects such as infinite flow graph, infinite flow property, and show the connection of these concepts to ergodicity of chains of random stochastic matrices.
Host: Jiawang Nie
November 20, 2019
2:00 PM
AP&M 5829
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