Information theoretic approach to the Perron root of nonnegative irreducible matrices

Abstract

This paper characterizes the Perron root of nonnegative irreducible matrices in terms of the Kullback Leibler distance (generalized to positive discrete measures). By Perron-Frobenius theory, the Perron root of any nonnegative irreducible matrix is equal to its spectral radius. Thus, the paper establishes a connection between two fundamental concepts of… (More)

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