Perron's Eigenvector for Matrices in Distribution Problems

Begoña Subiza, Josep E. Peris and Jose Silva

No 00-0, QM&ET Working Papers from University of Alicante, D. Quantitative Methods and Economic Theory

Abstract: In this paper we consider convex combinations of matrices that arise in the study of distribution problems and analyse the properties of Perron's eigenvalue, and its associated positive eigenvector. We prove that the components in the (normalized) associated positive eigenvector have a monotone behaviour in the unit interval [0;1]: Moreover, we prove that the eigenvalue maximizes at the middle point of the interval. Additional properties are provided.

Keywords: Perrons eigenvalue; Positive Eigenvectors; Stochastic matrices; Distribution Problems (search for similar items in EconPapers)
JEL-codes: C00 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2012-10-25
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Working Paper: Perron's Eigenvector for Matrices in Distribution Problems (2012)
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