Perron-Frobenius theorem, large deviations, and random perturbations in random environments (Q2365042)
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English | Perron-Frobenius theorem, large deviations, and random perturbations in random environments |
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Perron-Frobenius theorem, large deviations, and random perturbations in random environments (English)
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10 June 1997
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The author derives first a version of the Perron-Frobenius theorem for random positive operators together with the Doeblin condition type exponential convergence results for transition probabilities of Markov chains in random stationary environments. Next, he obtains a Donsker-Varadhan type variational formula for such Markov chains which yields both large deviations estimates and the corresponding results on random perturbations of random expanding transformations.
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Perron-Frobenius theorem
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Doeblin condition
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stationary environments
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random perturbations
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