Consensus and Products of Random Stochastic Matrices: Exact Rate for Convergence in Probability
Dragana BajovicJoão Manuel Freitas XavierJosé M. F. MouraBruno SinopoliPublished in: CoRR (2012)
Keyphrases
- stochastic approximation
- linear complementarity problem
- convergence theorem
- false alarm rate
- failure rate
- jump diffusion process
- probability distribution
- monte carlo
- convergence speed
- singular value decomposition
- probability theory
- random sample
- conditional probabilities
- state transition
- product information
- convergence rate
- number of iterations required
- central limit theorem