On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices Original Research Article

For a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite products taken in an arbitrary order. The main tools of the investigations are ergodicity coefficients corresponding to a norm. Comparisons between different ergodicity coefficients show the important role played by the Dobrushin ergodicity coefficient. In particular, the application of the Dobrushin ergodicity coefficient yields generalizations of Leizarowitzʹs ergodicity conditions.