Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs. (Derivability of the greatest characteristic exponent of products of independent random matrices with positive coefficient

Publication date: 1991

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_1_27_0

zbMATH Keywords

perturbation theory random matrices invariant measure positive matrices Lyapunov exponent quasi-compact Markov operators

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Applications of operator theory in probability theory and statistics (47N30)

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