Existence of eigenvectors for monotone homogeneous functions

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Abstract

We consider functions f: Rn → Rnwhich are additively homogeneous and monotone in the product ordering on Rn (topical functions). We show that if some non-empty sub-eigenspace of f is bounded in the Hilbert semi-norm then f has an additive eigenvector and we give a Collatz-Wielandt characterisation of the corresponding eigenvalue. The boundedness condition is satisfied if a certain directed graph associated to f is strongly connected. The Perron-Frobenius theorem for non-negative matrices, its analogue for the max-plus semiring, a version of the mean ergodic theorem for Markov chains and theorems of Bather and Zijm all follow as immediate corollaries.

Original languageEnglish
JournalHP Laboratories Technical Report
VolumeBRIMS
Issue number8
Publication statusPublished - 26 Oct 1999

Keywords

  • Collatz-Wielandt property
  • Hillbert projective metric
  • Nonexpansive function
  • Nonlinear eigenvalue
  • Perron-Frobenius theorem
  • Strongly connected graph
  • Sub-eigenspace

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