On the growth rate of a linear stochastic recursion with Markovian dependence

DOI10.1007/s10955-015-1280-3zbMath1327.82061arXiv1505.02834OpenAlexW1534634114MaRDI QIDQ887092

Lingjiong Zhu, Dan Pirjol

Publication date: 28 October 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02834

zbMATH Keywords

phase transitionscritical exponentlarge deviationsLyapunov exponentlinear stochastic recursion

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Dynamic critical phenomena in statistical mechanics (82C27)

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