Stability index for products of random transformations

DOI10.1239/AAP/1035228203MaRDI QIDQ4236694zbMATH OpenOpenAlexFDO

Authors Peter H. Baxendale, R. Z. Khas'minskiĭ

Publication date 29 September 1999

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1035228203

zbMATH Keywords

extinction probabilityLyapunov exponentmoment stabilitypopulation dynamicsrandom matrix productsreliabilityrisk theorystability index

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05) Population dynamics (general) (92D25)

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(3)

• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
• Stable Random Variables with Complex Stability Index, I
• Intermittent two-point dynamics at the transition to chaos for random circle endomorphisms

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