scientific article

zbMath0742.15010MaRDI QIDQ3979022

Ilya Ya. Goldsheid

Publication date: 26 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lyapunov exponentscentral limit theorempolar decompositionmultiplicative ergodic theoremZariski closureproducts of random matricesquasi-projective transformationsproduct of asymptotically independent matricesproducts of iid matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52)

Related Items (4)

Zariski closure and the dimension of the Gaussian law of the product of random matrices. I ⋮ Regular variation of GARCH processes. ⋮ Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations ⋮ Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.

This page was built for publication: