On comparison of the Perron-Frobenius eigenvalues of two ML-matrices

DOI10.1016/S0024-3795(02)00314-2MaRDI QIDQ697064zbMATH OpenOpenAlexFDO

Authors Bo Henry Lindqvist

Publication date 12 September 2002

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

Full work available at URL https://doi.org/10.1016/s0024-3795(02)00314-2

zbMATH Keywords

absorbing Markov chainsDonsker-Varadhan characterizationinformation inequalityML-matrixnonnegative matricesPerron-Frobenius eigenvalue

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Miscellaneous inequalities involving matrices (15A45) Positive matrices and their generalizations; cones of matrices (15B48)

Review text

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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Cites work

• Applications of an inequality in information theory to matrices
• Asymptotic properties of powers of nonnegative matrices, with applications
• Comparing the Spectral Radii of Two Nonnegative Matrices
• Convex spectral functions
• scientific article; zbMATH DE number 3437326 (Why is no real title available?)
• scientific article; zbMATH DE number 1514781 (Why is no real title available?)
• Lower bounds for the Perron root of a nonnegative matrix
• Markov chain models - rarity and exponentiality
• On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle

Cited in

(3)

• Markov additive processes and Perron-Frobenius eigenvalue inequalities
• On tight bounds for function approximation error in risk-sensitive reinforcement learning
• Resolvent positive linear operators exhibit the reduction phenomenon

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