Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector
classification
🧮 math.PR
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matrixperron-frobeniusprocessbranchingeigenvectorformulasgalton-watsonmean
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Let $A$ be a primitive matrix and let $\lambda$ be its Perron-Frobenius eigenvalue. We give formulas expressing the associated normalized Perron-Frobenius eigenvector as a simple functional of a multitype Galton-Watson process whose mean matrix is $A$, as well as of a multitype branching process with mean matrix $e^{(A-I)t}$. These formulas are generalizations of the classical formula for the invariant probability measure of a Markov chain.
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