Asymptotic Irrelevance of Initial Conditions for Skorohod Reflection Mapping on the Nonnegative Orthant
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چکیده
منابع مشابه
Asymptotic Irrelevance of Initial Conditions for Skorohod Reflection Mapping on the Nonnegative Orthant
A reflection map, induced by the deterministic Skorohod problem on the nonnegative orthant, is applied to a vector-valued function X on the nonnegative real line and then to a+X, where a is a nonnegative constant vector. A question that was posed over 15 years ago is, under what conditions does the difference between the two resulting regulated functions converge to zero for any choice of a as ...
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چکیده ندارد.
15 صفحه اولAn affine eigenvalue problem on the nonnegative orthant
In this paper, we consider the conditional affine eigenvalue problem λx = Ax + b, λ ∈ R, x ≥ 0, ‖x‖ = 1, where A is an n × n nonnegative matrix, b a nonnegative vector, and ‖·‖ a vector norm. Under suitable hypotheses, we prove the existence and uniqueness of the solution (λ∗, x∗) and give its expression as the Perron root and vector of a matrix A + bc∗ , where c∗ has a maximizing property depe...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2012
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1120.0538