Matrices and eigenfunctions induced by Markov maps

DOI10.1016/0024-3795(81)90015-XzbMath0469.15008MaRDI QIDQ1156845

Nathan Friedman, Boyarski, Abraham

Publication date: 1981

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

eigenfunctioninvariant densityMarkov mapsnonstochastic matricesPerron operator

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)

Related Items (6)

Spectral decomposition for combinations of Markov operators ⋮ Markov Maps and the Spectral Radius of 0-1 Matrices ⋮ Entropy Versus Speed in Ergodic Markov Maps ⋮ A matrix method for estimating the Lyapunov exponent of one-dimensional systems. ⋮ Matching for generalised \(\beta\)-transformations ⋮ Compactness of eigenvectors for certain families of non-negative matrices

Cites Work

• Unnamed Item
• Invariant measures for Markov maps of the interval
• First return map and invariant measures
• Construction of ergodic transformations
• On a Class of Transformations which have Unique Absolutely Continuous Invariant Measures

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