On the growth of infinite products of slowly varying primitive matrices (Q755842): Difference between revisions

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Latest revision as of 14:54, 21 June 2024

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On the growth of infinite products of slowly varying primitive matrices
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    On the growth of infinite products of slowly varying primitive matrices (English)
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    1991
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    If A is an \(n\times n\) primitive non-negative matrix with spectral radius \(\lambda\), then it is known from the Perron-Frobenius theory that \(a_{ij}^{(t+1)}/a_{ij}^{(t)}\to \lambda\) as \(t\to \infty\) at a geometric rate, where \(A^ t=\{a_{ij}^{(t)}\}\), and \(a_{ij}^{(t)}/\sum_{k}a_{kj}^{(t)}\to w_ i\) at a geometric rate where \(\underset{\tilde{}} w\) is the probability-normed right eigenvector of A corresponding to \(\lambda\). The purpose of this paper is to extend these results to products \(\Pi (t,1)=A(t)A(t-1)...A(1)\), \(t=1,2,..\). of primitive matrices A(k) when the matrices vary `slowly', i.e. satisfy \(\| A(k+1)-A(k)\|_ 1\leq \epsilon\), \(k=1,2,..\). for a small number \(\epsilon\). One of the main results assumes the primitive matrices A(k) to be selected from a set \(E(\kappa,\delta,\delta^*)\) \((\kappa >0\), \(0<\delta <1\), \(\delta^*>0)\) of primitive matrices (with spectral radius unity), bounded by \(\kappa\), subdominant root bounded by 1-\(\delta\), and nonzero entries bounded away from zero by \(\delta^*>0\). The conclusion is that there exists an \(\epsilon_ 1>0\) and C \((0<C<1)\) such that if \(\| A(k+1)-A(k)\|_ 1\leq \epsilon_ 1\), \(k=1,2,..\). then there is an \(A^*>0\) such that \(\| \{(p_{ij}(t+1)/p_{ij}(t))-1\}\|_ 1\leq A^*\{C^ t+\sum^{t+1}_{j=2}C^{t-j+2}\| D(j)\|_ 1\}\), for t sufficiently large. Here C depends only on \(\kappa,\delta,\delta^*;A^*\) depends on the sequence \(\{\) A(k)\(\}\) chosen, \(D(j)=W(j)-W(j+1)\), \(j\geq 1\) where W(j) is the probability normed Perron-Frobenius eigenvector of A(j). The approach depends heavily on results of \textit{R. A. Smith} [Duke Math., 33, 725-734 (1966; Zbl 0144.084)].
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    growth of infinite products
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    slowly varying primitive matrices
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    primitive non-negative matrix
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    Perron-Frobenius theory
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    subdominant root
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    Perron- Frobenius eigenvector
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