Abstract
In this paper we prove results on logarithmic convexity of fixed points of stochastic kernel operators. These results are expected to play a key role in the economic application to strategic market games.
Similar content being viewed by others
References
Abramovich, Y.A., Aliprantis, C.D.: An Invitation to Operator Theory. American Mathematical Society, Providence (2002)
Agratini, O., Aral, A., Deniz, E.: On two classes of approximation processes of integral type. Positivity 21, 1189–1199 (2017)
Aliprantis, C.D., Brown, D.J., Burkinshaw, O.: Existence and Optimality of Competitive Equilibria. Springer, Berlin (1990)
Aliprantis, C.D., Burkinshaw, O.: Positive Operators. Reprint of the 1985 Original. Springer, Dordrecht (2006)
Aliprantis, C.D.: Locally Solid Riesz Spaces with Applications to Economics. Mathematical Surveys and Monographs 105, Second edn. American Mathematical Society, Providence (2003)
Aliprantis, C.D., Tourky, R.: Cones and Duality. American Mathematical Society, Providence (2007)
Amir, R., Sahi, S., Shubik, M., Yao, S.: A strategic market game with complete markets. J. Econ. Theory 51, 126–143 (1990)
Balachandran, K., Park, J.Y.: Existence of solutions and controllability of nonlinear integrodifferential systems in Banach spaces. Math. Probl. Eng. 2, 65–79 (2003)
Benedetti, I., Bolognini, S., Martellotti, A.: Multivalued fixed point theorems without strong compactness via a generalization of midpoint convexity. Fixed Point Theory 15, 3–22 (2014)
Bennett, C., Sharpley, R.: Interpolation of Operators. Academic Press Inc., Orlando (1988)
Curbera, G.P., Ricker, W.J.: Compactness properties of Sobolev imbeddings for rearrangement invariant norms. Trans. AMS 359, 1471–1484 (2007)
Degond, P., Liu, J.-G., Ringhofer, C.: Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria. J. Stat. Phys. 154, 751–780 (2014)
Drnovšek, R.: An infinite-dimensional generalization of Zenger’s lemma. J. Math. Anal. Appl. 388, 1233–1238 (2012)
Drnovšek, R., Peperko, A.: Inequalities for the Hadamard weighted geometric mean of positive kernel operators on Banach function spaces. Positivity 10, 613–626 (2006)
Drnovšek, R., Peperko, A.: On the spectral radius of positive operators on Banach sequence spaces. Linear Algebr. Appl. 433, 241–247 (2010)
Drnovšek, R., Peperko, A.: Inequalities on the spectral radius and the operator norm of Hadamard products of positive operators on sequence spaces. Banach J. Math. Anal. 10, 800–814 (2016)
Jörgens, K.: Linear Integral Operators. Surveys and Reference Works in Mathematics 7. Pitman Press, London (1982)
Kakutani, S.: A generalization of Brower’s fixed point theorem. Duke Math. J. 8, 457–459 (1941)
Lafferty, J., Lebanon, G.: Diffusion kernels on statistical manifolds. J. Mach. Learn. Res. 6, 129–163 (2005)
Meyer-Nieberg, P.: Banach Lattices. Springer, Berlin (1991)
Otopal, N.: Restricted kernel canonical correlation analysis. Linear Algebr. Appl. 437, 1–13 (2012)
Peperko, A.: Bounds on the joint and generalized spectral radius of the Hadamard geometric mean of bounded sets of positive kernel operators. Linear Algebr. Appl. 533, 418–427 (2017)
Peperko, A.: Inequalities on the spectral radius, operator norm and numerical radius of Hadamard weighted geometric mean of positive kernel operators. Linear Multilinear Algebr. (2018). https://doi.org/10.1080/03081087.2018.1465885
Peperko, A.: Bounds on the generalized and the joint spectral radius of Hadamard products of bounded sets of positive operators on sequence spaces. Linear Algebr. Appl. 437, 189–201 (2012)
Peperko, A.: Inequalities for the spectral radius of non-negative functions. Positivity 13, 255–272 (2009)
Rudnicki, R.: Markov operators: applications to diffusion processes and population dynamics. Appl. Math. 27, 67–79 (2000)
Sahi, S.: Logarithmic convexity of Perron–Frobenius eigenvectors of positive matrices. Proc. Am. Math. Soc. 118, 1035–1036 (1993)
Sahi, S.: A note on the resolvent of a nonnegative matrix and its applications. Linear Algebr. Appl. 432, 2524–2528 (2010)
Sahi, S., Yao, S.: The non-cooperative equilibria of a trading economy with complete markets and consistent prices. J. Math. Econ. 18, 325–346 (1989)
Wagh, A.S.: Green function theory of dynamic conductivity. Phys. A Stat. Mech. Appl. 81, 369–390 (1975)
Zaanen, A.C.: Riesz Spaces II. North Holland, Amsterdam (1983)
Acknowledgements
The author thanks Marko Kandić, Roman Drnovšek, Helena Šmigoc and the referee for their comments that improved the presentation of the paper. This work was supported in part by Grants P1-0222 and J1-8133 of the Slovenian Research Agency and by the JESH grant of the Austrian Academy of Sciences.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Peperko, A. Logarithmic convexity of fixed points of stochastic kernel operators. Positivity 23, 367–377 (2019). https://doi.org/10.1007/s11117-018-0611-4
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11117-018-0611-4
Keywords
- Positive kernel operators
- Stochastic operators
- Eigenfunctions
- Non-negative matrices
- Mathematical economics