Infinite products of random matrices and repeated interaction dynamics

DOI10.1214/09-AIHP211zbMath1208.60064arXivmath/0703675MaRDI QIDQ985329

Laurent Bruneau, Alain Joye, Marco Merkli

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703675

zbMATH Keywords

ergodic theoremsproducts of random matriceslinear random dynamical systemsrandom `stochastic matrix'

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (14)

Markovian repeated interaction quantum systems ⋮ Dispersion in macroeconomic volatility between the core and periphery of the international trade network ⋮ Repeated and continuous interactions in open quantum systems ⋮ Random time-dependent quantum walks ⋮ Random repeated quantum interactions and random invariant states ⋮ A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits ⋮ Correlated Markov quantum walks ⋮ Repeated quantum interactions and Unitary random walks ⋮ The dynamics of stochastic mono-molecular reaction systems in stochastic environments ⋮ Random repeated interaction quantum systems ⋮ Repeated interaction quantum systems: Van Hove limits and asymptotic states ⋮ Classical noises emerging from quantum environments ⋮ Quantum measurements of scattered particles ⋮ Repeated interactions in open quantum systems

Cites Work

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• Topics in products of random matrices
• Convergence of infinite products of matrices and inner-outer iteration schemes
• A Vector-Valued Random Ergodic Theorem
• Convergence in distribution of products of random matrices
• Borel Measurability in Linear Algebra
• Probability Inequalities for Sums of Bounded Random Variables

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