Sharp conditions for existence of nontrivial invariant cones of nonnegative initial values of difference equations (Q752338)

Consider the linear homogeneous difference equation of the form (1) \(\Delta x(n)+\sum^{0}_{j=-k}a(j)x(n+j)=0\) for \(n\geq 0\), where \(\Delta x(n)=x(n+1)-x(n),\) \(k\geq 0\) is an integer, and a(j), -k\(\leq j\leq 0\), are real numbers, with associated initial conditions (2) \(x(j)=\phi (j),\) \(j=-k,-k+1,...,0\), \(\phi\) (j) real. Clearly the initial value problem (1)-(2) has a unique solution \(\{x(n)\}^{\infty}_{n=k}\). Denote by \(\phi\) the sequence of initial values \(\{\phi (-k),\phi (-k+1),...,\phi (0)\}\), and by \(x_ n(\phi)\) the sequence \(\{x(n-k),x(n- k+1),...,x(n)\}\). Let S be the set of all sequences \(\alpha =\{\alpha (j)\}^ 0_{j=-k}\) with real elements and \(S_+\) the subset of S with \(\alpha\) (j)\(\in [0,\infty).\) Definitions: (i) The set \(M\subset S\) is called (positively) invariant with respect to equation (1) if, for all \(\phi\in M\), the sequence \(x_ n(\phi)\subset M\) for all positive integers n. (ii) The set \(M_+\subset S_+\) is called the maximal invariant set with respect to equation (1) in \(S_+\) if, for all invariant sets \(M\subset S_+\), \(M\subseteq M_+\). (iii) The maximal invariant set \(M_+\) in \(S_+\) is called nontrivial if there exists \(\phi \in M_+\) such that \(\phi\neq \{0,0,...,0\}\). The principal result is the following: Theorem. Suppose that a(-k)\(\neq 0\). Then the following statements are equivalent: (a) the maximal invariant set \(M_+\) with respect to equation (1) is nontrivial; (b) the characteristic equation \(\lambda +\sum^{0}_{j=-k}a(j)\lambda^ j=0\) has a positive root.