We characterize the asymptotic behavior of time-homogeneous doubly stochastic Markov chains. Our investigation revolves around understanding the dynamics of products of doubly stochastic matrices, which in turn allows us to fully characterize three distinct behaviors: cyclicity, convergence towards a special equilibrium matrix, and divergence. Notably, we introduce a novel and comprehensive sufficient condition for the convergence of an infinite product of doubly stochastic matrices.
In this paper we describe how to compute a Saito basis of a cusp, a plane curve with only one Puiseux pair. Moreover, the 1-forms of the Saito basis that we obtain are characterized in terms of their divisorial orders associated to the "cuspidal" divisor of the minimal reduction of singularities of the cusp. We also introduce a new family of analytic invariants for plane curves computed in terms of Saito bases.
In this paper we prove a reverse Hölder inequality for the variable exponent Muckenhoupt weights $\mathcal{A}_{p(\cdot)}$, introduced by the first author, Fiorenza, and Neugeabauer. All of our estimates are quantitative, showing the dependence of the exponent function on the $\mathcal{A}_{p(\cdot)}$ characteristic. As an application, we use the reverse Hölder inequality to prove that the matrix $\mathcal{A}_{p(\cdot)}$ weights, introduced in our previous paper, have both a right and left-openness property. This result is new even in the scalar case.
