Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector
Probability
2018-03-26 v1
Abstract
Let be a primitive matrix and let 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 , as well as of a multitype branching process with mean matrix . 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}
}