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Infinite products of random matrices and repeated interaction dynamics

Laurent BruneauAlain JoyeMarco Merkli — 2010

Annales de l'I.H.P. Probabilités et statistiques

Let be a product of independent, identically distributed random matrices , with the properties that is bounded in , and that has a deterministic (constant) invariant vector. Assume that the probability of having only the simple eigenvalue 1 on the unit circle does not vanish. We show that is the sum of a fluctuating and a decaying process. The latter converges to zero almost surely, exponentially fast as →∞. The fluctuating part converges in...

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