Invariant functions for the Lyapunov exponents of random matrices

DOI10.1070/SM2011v202n01ABEH004139zbMath1239.60004OpenAlexW2059657452MaRDI QIDQ3002161

Vladimir Yu. Protasov

Publication date: 19 May 2011

Published in: Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm2011v202n01abeh004139

zbMATH Keywords

asymptoticsfixed pointrandom matricesLyapunov exponentsinvariant functionsconcave homogeneous functionals

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52) Probability theory on algebraic and topological structures (60B99) Applications of operator theory in probability theory and statistics (47N30)

Related Items (11)

On the law of large numbers for compositions of independent random semigroups ⋮ Shortest positive products of nonnegative matrices ⋮ Chernoff iterations as an averaging method for random affine transformations ⋮ Asymptotics of products of nonnegative random matrices ⋮ Lower and upper bounds for the largest Lyapunov exponent of matrices ⋮ Antinorms on cones: duality and applications ⋮ Antinorms and self-polar polyhedra ⋮ Sets of nonnegative matrices without positive products ⋮ A Linear Bound on the k-rendezvous Time for Primitive Sets of NZ Matrices ⋮ Feynman formulas and the law of large numbers for random one-parameter semigroups ⋮ The Synchronizing Probability Function for Primitive Sets of Matrices

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