© 1995 by Institute of Mathematics and its Applications
On mean-square-stable bilinear systems
University of São Paulo São Paulo, Brazil
University of York York, England
Catholic University PUC/RJ, and National Laboratory for Scientific Computation LNCC; Rio de Janeiro, Brazil
It has been shown in a previous paper that an infinite-dimensional stochastic discrete bilinear system is mean-square-stable if and only if the spectral radii of two transformations of Hilbert-space operators are both less than one. The present paper investigates conditions to be imposed on the model operators in order to ensure that such spectral radii coincide. Several examples are presented and the main result establishes the spectral radius identity for models with compact operators.