scientific article; zbMATH DE number 19533

MaRDI QIDQ3979022zbMATH OpenFDO

Authors I. Goldsheid

Publication date 26 June 1992

zbMATH Keywords

central limit theoremLyapunov exponentsmultiplicative ergodic theorempolar decompositionproduct of asymptotically independent matricesproducts of iid matricesproducts of random matricesquasi-projective transformationsZariski closure

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Recommendations

• scientific article; zbMATH DE number 4126378
• Lyapunov exponents for products of random matrices
• Limit behavior of independent random matrices' products
• scientific article; zbMATH DE number 919606
• scientific article; zbMATH DE number 3936077

Cited in

(25)

• Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
• Propriétés de contraction d'un semi-groupe de matrices inversibles. Coefficients de Liapunoff d'un produit de matrices aléatoires indépendantes. (Contraction properties of a semigoup of invertible matrices. Lyapunov coefficient of a product of independent random matrices)
• Finite-time Lyapunov exponents for products of random transformations
• Généricité d'exposants de Lyapunov non-nuls pour des produits déterministes de matrices. (Genericity of non-zero Lyapunov exponents for deterministic products of matrices)
• Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
• Limit behavior of independent random matrices' products
• Regular variation of GARCH processes.
• Zariski closure and the dimension of the Gaussian law of the product of random matrices. I
• Lyapunov exponents for some isotropic random matrix ensembles
• Lyapunov exponents for the random product of two shears
• Random matrix products and applications to cellular automata
• Lyapunov exponents for products of random matrices
• scientific article; zbMATH DE number 4126378 (Why is no real title available?)
• scientific article; zbMATH DE number 529736 (Why is no real title available?)
• On the largest Lyapunov exponent for products of Gaussian matrices
• scientific article; zbMATH DE number 857027 (Why is no real title available?)
• scientific article; zbMATH DE number 1409863 (Why is no real title available?)
• Effective estimates of Lyapunov exponents for random products of positive matrices
• Lyapunov exponents for products of rectangular real, complex and quaternionic Ginibre matrices
• Lyapunov exponent, universality and phase transition for products of random matrices
• Upper bound on the regularity of the Lyapunov exponent for random products of matrices
• A central limit theorem with explicit Lyapunov exponent and variance for products of \(2\times 2\) random non-invertible matrices
• Power law scaling of the top Lyapunov exponent of a product of random matrices
• Random matrix products when the top Lyapunov exponent is simple
• Lyapunov exponents for products of matrices and multifractal analysis. II: General matrices

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3979022)