Stability of block-triangular stationary random matrices

DOI10.1016/j.sysconle.2008.01.001zbMath1140.93492MaRDI QIDQ932116

László Gerencsér, Zsanett Orlovits, György Michaletzky

Publication date: 10 July 2008

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2008.01.001

zbMATH Keywords

identification; Lyapunov exponents; random matrix products; GARCH processes; random coefficient linear stochastic systems

Mathematics Subject Classification ID

93D30: Lyapunov and storage functions

93C05: Linear systems in control theory

93E15: Stochastic stability in control theory

93E03: Stochastic systems in control theory (general)

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