Comparaison des exposants de Lyapounov des processus markoviens multiplicatifs. (Comparison of Lyapunov exponents of multiplicative Markov processes)

MaRDI QIDQ1120189zbMATH OpenFDO

Authors Philippe Bougerol

Publication date 1988

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1988__24_4_439_0, https://eudml.org/doc/77335

zbMATH Keywords

Lyapunov exponentsLyapunov spectrumproducts of random matricescocycle of random matrices

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov renewal processes, semi-Markov processes (60K15) Multiplicative functionals and Markov processes (60J57)

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Cited in

(13)

• Theorem of Furstenberg type for multiplicative stochastic integrals
• Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
• scientific article; zbMATH DE number 4161800 (Why is no real title available?)
• Lyapunov numbers of markov solutions of linear stochastic systems
• ``Random random matrix products
• On the stability of positive semigroups
• On a predator-prey system with random switching that never converges to its equilibrium
• Exponential mixing for random dynamical systems and an example of Pierrehumbert
• Extremal exponents of random dynamical systems do not vanish
• Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
• Nonconventional random matrix products
• Erratum: Nonconventional random matrix products
• Counting and boundary limit theorems for representations of Gromov‐hyperbolic groups

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