Sensitive Growth Analysis of Multiplicative Systems I: The Dynamic Approach

DOI10.1137/0602004MaRDI QIDQ3963789zbMATH OpenOpenAlexFDO

Authors Uriel G. Rothblum

Publication date 1981

Published in SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0602004

zbMATH Keywords

combinatorial characterizationperiodic asymptotic behaviorpower growth rate

Mathematics Subject Classification ID

Combinatorial probability (60C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99) General systems theory (93A99)

Cites work

• Algebraic eigenspaces of nonnegative matrices
• Capital Accumulation Optimal in the Final State
• Expansions of Sums of Matrix Powers
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• Multiplicative Markov Decision Chains
• Risk-Sensitive Markov Decision Processes
• Spectral Properties of Matrices which have Invariant Cones
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains

Cited in

(8)

• Dynamics of piecewise linear maps and sets of nonnegative matrices
• Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
• The influence of the marked reduced graph of a nonnegative matrix on the Jordan form and on related properties: a survey
• Asymptotic properties of powers of nonnegative matrices, with applications
• Totally expanding multiplicative systems
• Limiting polytopes and periodic markov chains
• On the growth of infinite products of slowly varying primitive matrices
• Multiplicative processes reaching stationarity in finite time

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