Invariant functionals for random matrices

DOI10.1007/S10688-010-0031-0zbMath1271.15024OpenAlexW2131370775MaRDI QIDQ366256

Vladimir Yu. Protasov

Publication date: 12 September 2013

Published in: Functional Analysis and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10688-010-0031-0

zbMATH Keywords

asymptoticsfixed pointrandom matricesLyapunov exponentsinvariant functionsconcave homogeneous functionals

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Random dynamical systems (37H99)

Related Items (11)

Shortest positive products of nonnegative matrices ⋮ Polytope Lyapunov functions for stable and for stabilizable LSS ⋮ Asymptotics of products of nonnegative random matrices ⋮ Lower and upper bounds for the largest Lyapunov exponent of matrices ⋮ Antinorms on cones: duality and applications ⋮ Antinorms and self-polar polyhedra ⋮ On primitivity of sets of matrices ⋮ Sets of nonnegative matrices without positive products ⋮ Exact computation of joint spectral characteristics of linear operators ⋮ An antinorm theory for sets of matrices: bounds and approximations to the lower spectral radius ⋮ Canonical Construction of Polytope Barabanov Norms and Antinorms for Sets of Matrices

Cites Work

• Lower bounds for the maximal Lyapunov exponent
• Limit theorems for products of positive random matrices
• Extremal \(L_p\)-norms of linear operators and self-similar functions
• Products of Random Matrices

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