Large Deviations of Products of Random Topical Operators

Authors
Citation
Toomey, Fergal, Large Deviations of Products of Random Topical Operators, Annals of applied probability , 12(1), 2002, pp. 317-333
ISSN journal
10505164
Volume
12
Issue
1
Year of publication
2002
Pages
317 - 333
Database
ACNP
SICI code
Abstract
A topical operator on Rd is one which is isotone and homogeneous. Let A(n):n.1 be a sequence of i.i.d. random topical operators such that the projective radius of A(n).A(1) is almost surely bounded for large n. If x(n):n.1, is a sequence of vectors given by x(n)=A(n).A(1)x0, for some fixed initial condition x0, then the sequence x(n)/n:n.1 satisfies a weak large deviation principle. As corollaries of this result we obtain large deviation principles for products of certain random aperiodic max-plus and min-plus matrix operators and for products of certain random aperiodic nonnegative matrix operators.