EVOLUTIONARY FORMALISM FOR PRODUCTS OF POSITIVE RANDOM MATRICES

被引:96
|
作者
Arnold, Ludwig [1 ]
Gundlach, Volker Matthias [1 ]
Demetrius, Lloyd [2 ]
机构
[1] Inst Dynam Syst Univ, D-28334 Bremen, Germany
[2] Harvard Univ, Dept Organism & Evolutionary Biol, Cambridge, MA 02138 USA
来源
ANNALS OF APPLIED PROBABILITY | 1994年 / 4卷 / 03期
关键词
Evolutionary theory; random dynamical system; products of random matrices; Perron-Frobenius theory; Markov chain in a random environment; thermodynamic formalism; Gibbs measures; variational principle; equilibrium states;
D O I
10.1214/aoap/1177004975
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We present a formalism to investigate directionality principles in evolution theory for populations, the dynamics of which can be described by a positive matrix cocycle (product of random positive matrices). For the latter, we establish a random version of the Perron-Frobenius theory which extends all known results and enables us to characterize the equilibrium state of a corresponding abstract symbolic dynamical system by an extremal principle. We develop a thermodynamic formalism for random dynamical systems, and in this framework prove that the top Lyapunov exponent is an analytic function of the generator of the cocycle. On this basis a fluctuation theory for products of positive random matrices can be developed which leads to an inequality in dynamical entropy that can be interpreted as a directionality principle for the mutation and selection process in evolutionary dynamics.
引用
收藏
页码:859 / 901
页数:43
相关论文
共 50 条
  • [1] Stable Laws and Products of Positive Random Matrices
    H. Hennion
    L. Hervé
    [J]. Journal of Theoretical Probability, 2008, 21 : 966 - 981
  • [2] Limit theorems for products of positive random matrices
    Hennion, H
    [J]. ANNALS OF PROBABILITY, 1997, 25 (04): : 1545 - 1587
  • [3] Stable laws and products of positive random matrices
    Hennion, H.
    Herve, L.
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 2008, 21 (04) : 966 - 981
  • [4] Conditioned limit theorems for products of positive random matrices
    Thi Da Cam Pham
    [J]. ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2018, 15 (01): : 67 - 100
  • [5] Effective estimates of Lyapunov exponents for random products of positive matrices
    Pollicott, M.
    [J]. NONLINEARITY, 2021, 34 (10) : 6705 - 6718
  • [6] PRODUCTS OF RANDOM MATRICES
    FURSTENBERG, H
    KESTEN, H
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (02): : 457 - 469
  • [7] Products of random matrices
    Jackson, AD
    Lautrup, B
    Johansen, P
    Nielsen, M
    [J]. PHYSICAL REVIEW E, 2002, 66 (06): : 5
  • [8] PRODUCTS OF RANDOM MATRICES
    GUIVARCH, Y
    [J]. JOURNAL OF STATISTICAL PHYSICS, 1984, 36 (1-2) : 279 - 279
  • [9] On Products of Random Matrices
    Amburg, Natalia
    Orlov, Aleksander
    Vasiliev, Dmitry
    [J]. ENTROPY, 2020, 22 (09)
  • [10] ON PRODUCTS OF RANDOM MATRICES
    TUTUBALI.VN
    [J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (02): : 370 - &