S. Sahi, LOGARITHMIC CONVEXITY OF PERRON-FROBENIUS EIGENVECTORS OF POSITIVE MATRICES, Proceedings of the American Mathematical Society, 118(4), 1993, pp. 1035-1036
Let C(S) be the cone of Perron-Frobenius eigenvectors of stochastic ma
trices that dominate a fixed substochastic matrix S. For each 0 less-t
han-or-equal-to alpha less-than-or-equal-to 1, it is shown that if u a
nd v are in C(S) then so is w, where w(j) = u(j)alpha v(j)1-alpha.