Random Matrices and Their Applications

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Related Items (15)

Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices ⋮ The eigenvalues of the empirical transition matrix of a Markov chain ⋮ Lyapunov exponents for products of complex Gaussian random matrices ⋮ A ``multiplicative coboundary theorem for some sequences of random matrices ⋮ Continuum limit of random matrix products in statistical mechanics of disordered systems ⋮ Statistical inference for non-stationary GARCH(\(p\),\(q\)) models ⋮ Parametric Furstenberg theorem on random products of \(\mathrm{SL}(2, \mathbb{R})\) matrices ⋮ The generalised Berger-Wang formula and the spectral radius of linear cocycles ⋮ Sets of matrices all infinite products of which converge ⋮ Stationarity of GARCH processes and of some nonnegative time series ⋮ Asymptotic height optimization for topical IFS, Tetris heaps, and the finiteness conjecture ⋮ An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices ⋮ Maximal Lyapunov exponents for random matrix products ⋮ A Dynamical Proof of the Multiplicative Ergodic Theorem ⋮ Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution

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