We prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that can be considered as a matrix version of the law of large numbers). Namely, under a suitable genericity conditions the sequence of norms of random products of independent but not necessarily identically distributed $\SL(d, \mathbb{R})$ matrices grow exponentially fast, and there exists a non-random sequence that almost surely describes asymptotical behaviour of that sequence.Comment: 33 page
We consider a certain infinite product of random 2 x 2 matrices appearing in the solution of some 1 ...
Let $ (A_n)_{n \geq 1} $ be a sequence of independent and identically distributed random $d \times...
We consider a class of random banded Hessenberg matrices with independent entries having identical d...
33 pagesWe prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that ...
Let (ξj)j≥1 be a non-stationary Markov chain with phase space X and let gj:X↦SL(m,R) be a sequence o...
Mestrado Bolonha em Mathematical FinanceWe study the Lyapunov exponents associated to the product of...
Nesta dissertação estudamos de um ponto de vista probabilístico, o comportamento assintótico de sist...
We consider random products of SL(2,R) matrices that depend on a parameter in a non-uniformly hyperb...
65 pagesInternational audienceWe consider random products of $SL(2, \mathbb{R})$ matrices that depen...
We study the distribution of singular numbers of products of certain classes of $p$-adic random matr...
We present a special model of random band matrices where, at zero energy, the famous Fyodorov and Mi...
Let A=(A_i)_{i in N_0} be a stationary stochastic process in GL(d,R), where GL(d,R) denotes the set ...
AbstractLet {Xk} be a stationary ergodic sequence of nonnegative matrices. It is shown in this paper...
We study the spectral norm of matrices $BA$, where $A$ is a random matrix with independent mean zero...
Let Ψn be a product of n independent, identically distributed random matrices M, with the properties...
We consider a certain infinite product of random 2 x 2 matrices appearing in the solution of some 1 ...
Let $ (A_n)_{n \geq 1} $ be a sequence of independent and identically distributed random $d \times...
We consider a class of random banded Hessenberg matrices with independent entries having identical d...
33 pagesWe prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that ...
Let (ξj)j≥1 be a non-stationary Markov chain with phase space X and let gj:X↦SL(m,R) be a sequence o...
Mestrado Bolonha em Mathematical FinanceWe study the Lyapunov exponents associated to the product of...
Nesta dissertação estudamos de um ponto de vista probabilístico, o comportamento assintótico de sist...
We consider random products of SL(2,R) matrices that depend on a parameter in a non-uniformly hyperb...
65 pagesInternational audienceWe consider random products of $SL(2, \mathbb{R})$ matrices that depen...
We study the distribution of singular numbers of products of certain classes of $p$-adic random matr...
We present a special model of random band matrices where, at zero energy, the famous Fyodorov and Mi...
Let A=(A_i)_{i in N_0} be a stationary stochastic process in GL(d,R), where GL(d,R) denotes the set ...
AbstractLet {Xk} be a stationary ergodic sequence of nonnegative matrices. It is shown in this paper...
We study the spectral norm of matrices $BA$, where $A$ is a random matrix with independent mean zero...
Let Ψn be a product of n independent, identically distributed random matrices M, with the properties...
We consider a certain infinite product of random 2 x 2 matrices appearing in the solution of some 1 ...
Let $ (A_n)_{n \geq 1} $ be a sequence of independent and identically distributed random $d \times...
We consider a class of random banded Hessenberg matrices with independent entries having identical d...