Add to ORKGThe study deals with products of independent uniformly distributed matrices of the second order. The work is aimed at studying ergodic properties of the Markov chains produced by products of random matrices. Conditions are received under which a closed carrier of the ergodic measure of the chain is a perfect, nowhere dense set, and the measure itself is defined explicitly. Ergodic measures found characterize the limiting behavior of the result of the effect of the random matrices product on the initial vector. The results can be used, when studying the asymptotic behavior of stochastic systemsAvailable from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio
Götze F, Naumov A, Tikhomirov A. Local laws for non-Hermitian random matrices and their products. Ra...
Let Ψn be a product of n independent, identically distributed random matrices M, with the properties...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...
AbstractFor a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite...
38 pages. Comments and remarks are welcome !This article is devoted to the study of products of rand...
AbstractLet {Xk} be a stationary ergodic sequence of nonnegative matrices. It is shown in this paper...
Abstract — In this paper, we investigate limiting behavior of linear dynamic systems driven by rando...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
This thesis is mainly concerned with the study of product of random stochastic matrices and random w...
AbstractFor a sequence of stochastic matrices {Qk}∞k=0 we establish conditions for weak ergodicity o...
AbstractFor a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite...
We study the structure of the ergodic limit functions determined in random ergodic theorems. When th...
Abstract. We consider random iterated function systems giving rise to Markov chains in random (stati...
The finiteness of the mean visit time to state j is used in the characterization of uniform strong e...
Götze F, Naumov A, Tikhomirov A. Local laws for non-Hermitian random matrices and their products. Ra...
Let Ψn be a product of n independent, identically distributed random matrices M, with the properties...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...
AbstractFor a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite...
38 pages. Comments and remarks are welcome !This article is devoted to the study of products of rand...
AbstractLet {Xk} be a stationary ergodic sequence of nonnegative matrices. It is shown in this paper...
Abstract — In this paper, we investigate limiting behavior of linear dynamic systems driven by rando...
AbstractA notion of ergodicity is defined by analogy to homogeneous chains, and a necessary and suff...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
This thesis is mainly concerned with the study of product of random stochastic matrices and random w...
AbstractFor a sequence of stochastic matrices {Qk}∞k=0 we establish conditions for weak ergodicity o...
AbstractFor a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite...
We study the structure of the ergodic limit functions determined in random ergodic theorems. When th...
Abstract. We consider random iterated function systems giving rise to Markov chains in random (stati...
The finiteness of the mean visit time to state j is used in the characterization of uniform strong e...
Götze F, Naumov A, Tikhomirov A. Local laws for non-Hermitian random matrices and their products. Ra...
Let Ψn be a product of n independent, identically distributed random matrices M, with the properties...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...