English

Necessary and sufficient conditions for a nonnegative matrix to be strongly R-positive

Probability 2019-12-02 v2

Abstract

Using the Perron-Frobenius eigenfunction and eigenvalue, each finite irreducible nonnegative matrix AA can be transformed into a probability kernel PP. This was generalized by David Vere-Jones who gave necessary and sufficient conditions for a countably infinite irreducible nonnegative matrix AA to be transformable into a recurrent probability kernel PP, and showed uniqueness of PP. Such AA are called R-recurrent. Let us say that AA is strongly R-positive if the return times of the Markov chain with kernel PP have exponential moments of some positive order. Then it is known that strong R-positivity is equivalent to the property that lowering the value of finitely many entries of AA lowers the spectral radius. This paper gives a short and largely self-contained proof of this fact.

Keywords

Cite

@article{arxiv.1709.09459,
  title  = {Necessary and sufficient conditions for a nonnegative matrix to be strongly R-positive},
  author = {Jan M. Swart},
  journal= {arXiv preprint arXiv:1709.09459},
  year   = {2019}
}

Comments

I am indebted to Sergey Savchenko for pointing out that the main result of the paper is (more or less) known. The paper has been updated accordingly with additional references to the relevant literature. 15 pages