scientific article; zbMATH DE number 19536

zbMATH Open0762.60005MaRDI QIDQ3979025FDOQ3979025

Yuval Peres

Publication date: 26 June 1992

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zbMATH Keywords

Lyapunov exponentrandom products of matricesmixing Markov chain

Mathematics Subject Classification ID

Diffusion processes (60J60) Limit theorems in probability theory (60F99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Stochastic analysis (60H99) Ergodic theory (37A99)

Cited In (22)

• Random walks, Kleinian groups, and bifurcation currents
• Semi-analytic estimates of Lyapunov exponents in lower-dimensional systems
• How do random Fibonacci sequences grow?
• Numerical results on some generalized random Fibonacci sequences
• Almost-sure growth rate of generalized random Fibonacci sequences
• Asymptotics of input-constrained binary symmetric channel capacity
• Continuity of Lyapunov exponents for cocycles with invariant holonomies
• Continuity of Lyapunov exponents is equivalent to continuity of Oseledets subspaces
• Analytic expansions of max-plus Lyapunov exponents.
• Continuity of the Lyapunov exponents of non-invertible random cocycles with constant rank
• Parametric Furstenberg theorem on random products of \(\mathrm{SL}(2, \mathbb{R})\) matrices
• Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences
• Stochastic dynamics: Markov chains and random transformations
• (Dis)continuity of Lyapunov exponents
• Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems
• Moduli of continuity for the Lyapunov exponents of random 𝐺𝐿(2)-cocycles
• An invitation to \(SL_2(\mathbb{R})\) cocycles over random dynamics
• Continuity of Lyapunov exponents for random two-dimensional matrices
• The joint spectrum
• Analyticity of the Lyapunov exponents of random products of quasi-periodic cocycles
• The continuity problem of Lyapunov exponents
• Approximating Lyapunov exponents and stationary measures

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