Abstract
We extend some characterizations and inequalities for the eigenvalues of nonnegative matrices, such as Donsker–Varadhan, Friedland–Karlin, Karlin–Ost inequalities, to nonnegative tensors. Our approach involves a correspondence between nonnegative tensors, ergodic control and entropy maximization: we show in particular that the logarithm of the spectral radius of a tensor is given by en entropy maximization problem over a space of occupation measures. We study in particular the tropical analogue of the spectral radius, that we characterize as a limit of the classical spectral radius, and we give an explicit combinatorial formula for this tropical spectral radius.
| Original language | English |
|---|---|
| Pages (from-to) | 893-928 |
| Number of pages | 36 |
| Journal | Vietnam Journal of Mathematics |
| Volume | 48 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Dec 2020 |
Keywords
- Entropy game
- Ergodic control
- Log-convexity
- Nonnegative tensors
- Risk-sensitive control
- Spectral norm
- Spectral radius
- Tropical spectral radius