Some uniform estimates in products of random matrices
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Publication:1809741
DOI10.11650/TWJM/1500407129zbMATH Open0941.60017OpenAlexW1549673745MaRDI QIDQ1809741FDOQ1809741
Authors: Jhishen Tsay 
Publication date: 3 August 2000
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11650/twjm/1500407129
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Limit theorems in probability theory (60F99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Cited In (15)
- An \(L^p\) multiplicative coboundary theorem for sequences of unitriangular random matrices
- Tightness of products of iid random matrices
- Parametric Furstenberg theorem on random products of \(\mathrm{SL}(2, \mathbb{R})\) matrices
- Exponential dynamical localization for random word models
- On the bandwidths of periodic approximations to discrete Schrödinger operators
- On the universality of the probability distribution of the productB 1Xof random matrices
- Localization for random CMV matrices
- Rates of convergence for products of random stochastic \(2\times 2\) matrices
- Large deviations of the Lyapunov exponent and localization for the 1D Anderson model
- Singular-unbounded random Jacobi matrices
- Exponential dynamical localization in expectation for the one dimensional Anderson model
- Localization for the one-dimensional Anderson model via positivity and large deviations for the Lyapunov exponent
- A “lifting” method for exponential large deviation estimates and an application to certain non-stationary 1D lattice Anderson models
- Universal sum and product rules for random matrices
- Projective convergence of inhomogeneous \(2 \times 2\) matrix products
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