Matrices and eigenfunctions induced by Markov maps

DOI10.1016/0024-3795(81)90015-XzbMATH Open0469.15008MaRDI QIDQ1156845FDOQ1156845

Authors: Nathan Friedman, Abraham Boyarsky 

Publication date: 1981

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

eigenfunctioninvariant densityMarkov mapsnonstochastic matricesPerron operator

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)

Cites Work

• Title not available (Why is that?)
• Invariant measures for Markov maps of the interval
• First return map and invariant measures
• On a Class of Transformations which have Unique Absolutely Continuous Invariant Measures
• Construction of ergodic transformations

Cited In (6)

• Spectral decomposition for combinations of Markov operators
• Markov Maps and the Spectral Radius of 0-1 Matrices
• Matching for generalised \(\beta\)-transformations
• A matrix method for estimating the Lyapunov exponent of one-dimensional systems.
• Compactness of eigenvectors for certain families of non-negative matrices
• Entropy Versus Speed in Ergodic Markov Maps

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