On comparison of the Perron-Frobenius eigenvalues of two ML-matrices (Q697064)

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scientific article; zbMATH DE number 1800363
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    On comparison of the Perron-Frobenius eigenvalues of two ML-matrices
    scientific article; zbMATH DE number 1800363

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      On comparison of the Perron-Frobenius eigenvalues of two ML-matrices (English)
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      12 September 2002
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      An ML-matrix is one whose off-diagonal elements are all nonnegative. By performing a limiting operation on a result of \textit{R. B. Bapat} [Am. Math. Mon. 96, 137-139 (1989; Zbl 0685.15007)], the author proves an inequality relating the Perron-Frobenius eigenvalues of two ML-matrices. He also proves an inequality comparing the values of \(x^T Ay\) and \(\lambda ^T B\mu\), where \(A\), \(B\) are ML-matrices and \(x\), \(y\), \(\lambda\), \(\mu\) are nonnegative vectors, and uses this to provide alternative proofs of the earlier results. An application to absorbing Markov chains is also discussed.
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      nonnegative matrices
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      Perron-Frobenius eigenvalue
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      Donsker-Varadhan characterization
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      information inequality
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      ML-matrix
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      absorbing Markov chains
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