English

Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector

Probability 2018-03-26 v1

Abstract

Let AA be a primitive matrix and let λ\lambda be its Perron-Frobenius eigenvalue. We give formulas expressing the associated normalized Perron-Frobenius eigenvector as a simple functional of a multitype Galton-Watson process whose mean matrix is AA, as well as of a multitype branching process with mean matrix e(AI)te^{(A-I)t}. These formulas are generalizations of the classical formula for the invariant probability measure of a Markov chain.

Keywords

Cite

@article{arxiv.1803.08846,
  title  = {Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector},
  author = {Raphaël Cerf and Joseba Dalmau},
  journal= {arXiv preprint arXiv:1803.08846},
  year   = {2018}
}
R2 v1 2026-06-23T01:03:11.791Z