Stochastic nonlinear Perron-Frobenius theorem

DOI10.1007/S11117-008-0003-2zbMATH Open1187.37078OpenAlexW2040440255MaRDI QIDQ963674FDOQ963674

Authors: Igor V. Evstigneev, S. A. Pirogov 

Publication date: 13 April 2010

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-008-0003-2

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zbMATH Keywords

random dynamical systemsPerron-Frobenius theorystochastic equationsHilbert-Birkhoff metricnonlinear cocyclesrandom monotone mappingsvon Neumann-Gale dynamical systems

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Economic growth models (91B62) Financial applications of other theories (91G80) Random dynamical systems (37H99)

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Cited In (8)

• Perron-Frobenius theory recovers more than you might think: the example of limited participation
• Logarithmic Convexity of Perron-Frobenius Eigenvectors of Positive Matrices
• Nonlinear characterizations of stochastic completeness
• Stochastic fixed points and nonlinear Perron-Frobenius theorem
• A probabilistic proof of the <scp>Perron–Frobenius</scp> theorem
• Linearization and local stability of random dynamical systems
• Coupling methods for random topological Markov chains
• A generalization of the Perron-Frobenius theorem for nonlinear perturbations of Stieltjes matrices

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