Products of random matrices: dimension and growth in norm

DOI10.1214/09-AAP658zbMath1200.15022arXiv0903.0632MaRDI QIDQ988758

Vladislav Kargin

Publication date: 18 August 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.0632

zbMATH Keywords

normconvergencerandom matricesproducts of random matricesFurstenberg-Kesten theorem

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10)

Related Items (2)

Beyond optimal disturbances: a statistical framework for transient growth ⋮ Asymptotic Lyapunov exponents for large random matrices

Cites Work

• The stability of large random matrices and their products
• Asymptotic theory of finite dimensional normed spaces. With an appendix by M. Gromov: Isoperimetric inequalities in Riemannian manifolds
• Frontière de furstenberg, propriétés de contraction et théorèmes de convergence
• Products of Random Matrices
• Noncommuting Random Products
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
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