A Simple Formula for the Hilbert Metric with Respect to a Sub-Gaussian Cone

A Simple Formula for the Hilbert Metric with Respect to a Sub-Gaussian Cone

The Hilbert metric is a widely used tool for analysing the convergence of Markov processes and the ergodic properties of deterministic dynamical systems. A useful representation formula for the Hilbert metric was given by Liverani. The goal of the present paper is to extend this formula to the non-c...

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Bibliographic Details
Main Authors: Stéphane Chrétien, Juan-Pablo Ortega
Format: Article
Language:English
Published: MDPI AG 2018-03-01
Series:Mathematics
Subjects:
dynamical systems
Hilbert metric
Liverani’s formula
Online Access:http://www.mdpi.com/2227-7390/6/3/35
Description
Summary:The Hilbert metric is a widely used tool for analysing the convergence of Markov processes and the ergodic properties of deterministic dynamical systems. A useful representation formula for the Hilbert metric was given by Liverani. The goal of the present paper is to extend this formula to the non-compact and multidimensional setting with a different cone, taylored for sub-Gaussian tails.
ISSN:2227-7390

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