A Simple Formula for the Hilbert Metric with Respect to a Sub-Gaussian Cone

Stéphane Chrétien and Juan-Pablo Ortega
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Stéphane Chrétien: National Physical Laboratory, Hampton Road, Teddinton TW11 0LW, UK
Juan-Pablo Ortega: Faculty of Mathematics and Statistics, University of St. Gallen, CH-9000 St. Gallen, Switzerland

Mathematics, 2018, vol. 6, issue 3, 1-5

Abstract: The Hilbert metric is a widely used tool for analysing the convergence of Markov processes and the ergodic properties of deterministic dynamical systems. A useful representation formula for the Hilbert metric was given by Liverani. The goal of the present paper is to extend this formula to the non-compact and multidimensional setting with a different cone, taylored for sub-Gaussian tails.

Keywords: dynamical systems; Hilbert metric; Liverani’s formula (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2018
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