Random evolutions and the spectral radius of a non-negative matrix
- 1 September 1979
- journal article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 86 (2) , 345-350
- https://doi.org/10.1017/s0305004100056164
Abstract
1.Introduction and summary. This paper offers yet another example of what probability theory can do for analysis. Using a Feynman-Kac formula derived in the theory of random evolutions (5), we find an expression (1) for the spectral radiusr(A) of a finite square non-negative matrixA. This expression makes it very easy to study howr(A) behaves as a function of the diagonal elements ofA.Keywords
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