Multiplicative processes reaching stationarity in finite time |
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| Authors: | Uriel G. Rothblum Choon Peng Tan |
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| Affiliation: | School of Organization and Management Yale University New Haven, Connecticut 06520, USA;Department of Mathematics University of Malaya Kuala Lumpur 22-11, Malaysia |
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| Abstract: | Consider a multiplicative process in which a vectorial input x is transformed in a single time period into a vectorial output xP, where P is a square nonnegative matrix. A stationary vector of such a process is a vector y for which the vector yP is proportional to y. We study multiplicative processes in which a stationary vector is reached in finite time. |
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