Abstract
The theory of positive systems can be extended to random positive systems, along lines originally developed by Bellman and extended by Furstenberg and Kesten. This theory, in turn, can be extended to nonlinear random positive systems that are homogeneous of degree one. These results generalize the Frobenius–Perron theory which defines a maximal growth rate for linear positive systems.
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Luenberger, D.G. Positive Random Systems with Application to Investment. In: Benvenuti, L., De Santis, A., Farina, L. (eds) Positive Systems. Lecture Notes in Control and Information Science, vol 294. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-44928-7_1
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DOI: https://doi.org/10.1007/978-3-540-44928-7_1
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