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Disclaimer: This is a question in functional analysis, on which I don't have much background. It arose from me trying to prove on my own a folklore result in probability theory.

Consider an integral transform

$$(T f)(x)=\int_{a}^b K(x,y) f(y) dy$$

where $K$ is defined on $[a,b]^2$, and is continuous and positive, meaning that $K(x,y)>0$ for all $x,y\in[a,b]^2$. The domain of $T$ is $C([a,b])$, i.e., the set of continuous functions in $[a,b]$.

Krein-Rutman theorem (or the more basic Jentzsch theorem) tells us that $T$ has a real and positive eigenvalue $\lambda$, which has maximum modulus over all the eigenvalues of $T$. Furthermore, it says that the corresponding eigenvector $u$ is positive, and that there is a spectral gap, meaning that all the other eigenvalues are inside a disc with radius strictly smaller than $\lambda$.

Here is my question: Fix a positive $f\in C([a,b])$. Is it true that for large $n$, the function $T^n f$ is essentially aligned with the eigenvector $u$?

In the finite dimensional case (where Krein-Rutman is just Perron-Frobenius), we immediately get this result by applying Jordan decomposition.

Formally, the result I am looking for is that there exists a real positive sequence $(a_n)_{n\in \mathbb{N}}$ such that $\frac{T^n f}{a_n}$ converges to $u$ in some norm (ideally the sup-norm).

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  • $\begingroup$ I do not know if I have undertsood properly your question, but the following should hold. Assume that the spectral radius $r=1$ (otherwise you normalize if $r>0$) and take te generalized eigenspace $N$ corresponding to it. Then you decompose $C=N \oplus M$ with both $N,M$ invariant and the spectral radius of $T$ restricted to $M$, less than 1. The iterates of $T$ go to 0 on $M$ and $T-r$ is nilpotent on $N$ which is finite dimensional. $\endgroup$ Commented Sep 6 at 9:16

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The result you are looking for is due to Birkhoff and Hopf. See An elementary proof of the Birkhoff-Hopf theorem by Eveson and Nussbaum which has a readable introduction. The Birkhoff-Hopf theorem shows that positive operators like your $T$ are strict contractions with respect to Hilbert's projective metric and therefore the normalized iterates converge to a unique eigenvector in the cone of positive functions in $C([a,b])$ (in norm).

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  • $\begingroup$ Thank you so much!! $\endgroup$
    – Plemath
    Commented Sep 12 at 0:09

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