Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs. (Derivability of the greatest characteristic exponent of products of independent random matrices with positive coefficient

zbMath0724.60009MaRDI QIDQ757957

Hubert Hennion

Publication date: 1991

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_1991__27_1_27_0

zbMATH Keywords

perturbation theory; random matrices; invariant measure; positive matrices; Lyapunov exponent; quasi-compact Markov operators

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

37J40: Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion

60B15: Probability measures on groups or semigroups, Fourier transforms, factorization

47N30: Applications of operator theory in probability theory and statistics

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