Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)

DOI10.1007/BF00322018zbMath0627.60054MaRDI QIDQ1092517

Philippe Bougerol

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

central limit theoremstochastic flowsproduct of random matriceslarge deviations for solutions of linear stochastic differential equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (14)

Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Nonconventional random matrix products ⋮ Large deviations for products of random two dimensional matrices ⋮ Counting and boundary limit theorems for representations of Gromov‐hyperbolic groups ⋮ On the stability of positive semigroups ⋮ SPRT and CUSUM in hidden Markov models ⋮ Erratum: Nonconventional random matrix products ⋮ Approximating Lyapunov exponents and stationary measures ⋮ ON TOPOLOGICAL CORRELATIONS IN TRIVIAL KNOTS: FROM BROWNIAN BRIDGES TO CRUMPLED GLOBULES ⋮ ``Random random matrix products ⋮ Hölder continuity of the Lyapunov exponents of linear cocycles over hyperbolic maps ⋮ On the multifractal analysis of Bernoulli convolutions. II: Dimensions. ⋮ On the multifractal analysis of Bernoulli convolutions. I: Large-deviation results. ⋮ Transfer operators and limit laws for typical cocycles

Cites Work

• Localization for off-diagonal disorder and for continuous Schrödinger operators
• Comparaison des exposants de Lyapounov des processus markoviens multiplicatifs. (Comparison of Lyapunov exponents of multiplicative Markov processes)
• Transmission coefficient and heat conduction of a harmonic chain with random masses: Asymptotic estimates on products of random matrices
• A limit theorem for Markov chains in compact metric spaces with applications to products of random matrices
• A central limit theorem for the disordered harmonic chain
• Tightness of products of random matrices and stability of linear stochastic systems
• On the Simplicity of the Spectrum of the Lyapunov Characteristic Indices of a Product of Random Matrices
• One-dimensional wave equations in disordered media
• Stochastic stability and the dirichlet problem
• A classification of the second order degenerate elliptic operators and its probabilistic characterization
• Products of Random Matrices
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