Evaluation of the growth rate of the state vector in a second-order generalized linear stochastic system

DOI10.3103/S1063454108010068zbMath1158.34040MaRDI QIDQ946042

Nikolai Krivulin

Publication date: 22 September 2008

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Growth and boundedness of solutions to ordinary differential equations (34C11)

Related Items (2)

Calculation of the asymptotic characteristics of a stochastic synchronized dynamic system ⋮ Calculating the Lyapunov exponent for generalized linear systems with exponentially distributed elements of the transition matrix

Cites Work

• Unnamed Item
• Unnamed Item
• Subadditive ergodic theory
• Discrete event systems with stochastic processing times
• Subadditivity, Generalized Products of Random Matrices and Operations Research

This page was built for publication: Evaluation of the growth rate of the state vector in a second-order generalized linear stochastic system