| Autor: |
Cerf, Raphaël, Dalmau, Joseba |
| Rok vydání: |
2018 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
Let $A$ be a primitive matrix and let $\lambda$ be its Perron-Frobenius eigenvalue. We give formulas expressing the associated normalized Perron-Frobenius eigenvector as a simple functional of a multitype Galton-Watson process whose mean matrix is $A$, as well as of a multitype branching process with mean matrix $e^{(A-I)t}$. These formulas are generalizations of the classical formula for the invariant probability measure of a Markov chain. |
| Databáze: |
arXiv |
| Externí odkaz: |
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