Products of Random Matrices
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(only showing first 100 items - show all)- Periodic stationarity of random coefficient periodic autoregressions
- Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
- Characteristic exponents for a viscous fluid subjected to time dependent forces
- An asymptotic representation for products of random matrices
- Volume preserving actions of lattices in semisimple groups on compact manifolds
- Infinite products in a Banach algebra
- Confidence intervals for demographic projections based on products of random matrices
- Computable examples of the maximal Lyapunov exponent
- Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
- Functional central limit theorems and their associated large deviation principles for products of random matrices
- Produits aléatoires d'opérateurs matrices de transfert. (Random products of transfer matrices)
- An uncertain life: Demography in random environments
- Comparative statics and stochastic dynamics of age-structured populations
- Random evolutions in discrete and continuous time
- Ergodic theory of differentiable dynamical systems
- Analycity properties of the characteristic exponents of random matrix products
- Models of multifactorial inheritance: I. Multivariate formulations and basic convergence results
- Population dynamics in variable environments. I. Long-run growth rates and extinction
- The set of limiting distributions for a Markov chain with fuzzy transition probabilities
- Sets of nonnegative matrices with positive inhomogeneous products
- Estimating population growth rates from stochastic Leslie matrices
- Intersecting random translates of invariant Cantor sets
- Sets of matrices all infinite products of which converge
- Maximum-likelihood estimation for hidden Markov models
- On infinite products of stochastic matrices
- A relation between a.c. spectrum of ergodic Jacobi matrices and the spectra of periodic approximants
- Weak ergodicity and products of random matrices
- Random difference equations and renewal theory for products of random matrices
- Convergence of the age structure: applications of the projective metric
- Extinction and exponential growth in random environments
- A central limit theorem for the subadditive process and its application to products of random matrices
- Long-run growth rates of discrete multiplicative processes in Markovian environments
- Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
- A multiplicative ergodic theorem for Lipschitz maps
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- Singular stationary measures are not always fractal
- A probabilistic approach to heat diffusion on symmetric spaces
- A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
- Invariant graphs for forced systems
- Limit theorems for products of positive random matrices
- Lyapunov exponents for products of matrices and multifractal analysis. I: Positive matrices
- -Pisot numbers in any real algebraic number field are relatively dense.
- Real eigenvalues in the non-Hermitian Anderson model
- Derivatives of the stochastic growth rate
- Physical measures for certain class of non-uniformly hyperbolic endomorphisms on the solid torus
- Nonconventional random matrix products
- On the regularity of stationary measures
- Central limit theorems for mapping class groups and \(\operatorname{Out}(F_N)\)
- Discrepancy skew products and affine random walks
- Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
- Asymptotic Lyapunov exponents for large random matrices
- Random polymers on the complete graph
- Continuity of Lyapunov exponents in the \(C^0\) topology
- Ancestral lineages and limit theorems for branching Markov chains in varying environment
- Empirical distributions of eigenvalues of product ensembles
- Central limit theorem for the entries of products of random matrices without the positivity condition
- Approximating Lyapunov exponents and stationary measures
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
- Recurrence and transience of contractive autoregressive processes and related Markov chains
- Random walks, Kleinian groups, and bifurcation currents
- Regular variation of GARCH processes.
- Stability and the Lyapounov exponent of threshold AR-ARCH models
- An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices
- The survival probability of a critical multi-type branching process in i.i.d. random environment
- Demography in stochastic environments. II: Growth and convergence rates
- Approximate solution methods for linear stochastic difference equations
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- A formula with some applications to the theory of Lyapunov exponents
- Zariski closure and the dimension of the Gaussian law of the product of random matrices. I
- Asymptotic behavior of a class of stochastic semigroups in the Bernoulli scheme
- Central limit theorems for Gromov hyperbolic groups
- A spectral cocycle for substitution systems and translation flows
- Dynamics on the space of 2-lattices in 3-space
- Integrable structure of products of finite complex Ginibre random matrices
- Tracking rates of random walks
- Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences
- Non-asymptotic results for singular values of Gaussian matrix products
- A branching process model for dormancy and seed banks in randomly fluctuating environments
- Properties of multitype subcritical branching processes in random environment
- Quantitative lower bounds on the Lyapunov exponent from multivariate matrix inequalities
- On the number of real eigenvalues of a product of truncated orthogonal random matrices
- A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group
- Random walks on hyperbolic spaces: concentration inequalities and probabilistic Tits alternative
- Mixed random-quasiperiodic cocycles
- Matrix concentration for products
- Anderson localisation for quasi-one-dimensional random operators
- Transfer operators and limit laws for typical cocycles
- Global stabilization and destabilization by the state dependent noise with particular distributions
- Lagrangian chaos and scalar advection in stochastic fluid mechanics
- Lower bounds on Anderson-localised eigenfunctions on a strip
- An introduction to multiscale techniques in the theory of Anderson localization. I
- Convergence in L^p for a supercritical multi-type branching process in a random environment
- Berry-Esseen bound and precise moderate deviations for products of random matrices
- On substitution automorphisms with pure singular spectrum
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
- Products of many large random matrices and gradients in deep neural networks
- Tuljapurkar and Orzack (1980) and Tuljapurkar (1982a,b): population dynamics in variable environments
- The survival probability for a class of multitype subcritical branching processes in random environment
- Zero temperature limits of equilibrium states for subadditive potentials and approximation of maximal Lyapunov exponent
- Precise large deviation asymptotics for products of random matrices
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