A formula for the Perron vector of astochastic matrix
✍ Scribed by Yu. A. Al’pin
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 118 KB
- Volume
- 165
- Category
- Article
- ISSN
- 1573-8795
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We consider the class of 11)( i1 tournament matrices having sCO!".' vector [1 1 2 3 ... 11 -4 11 -3 11 -2 II -2]', For each such matrix. we give formulas for the entries in its perron vector in terms of the corresponding pcrron value. This leads to a discussion of the ordering or the entries in the
In a pioneering paper Whittle developed a formula for expressing Fisher's information matrix of multivariate time series models (cf. P. Whittle, J. Royal Statist Soc. B 15 (1953) 125-139). It is described as a function of the spectral density of the time series process. The existing relationship is