Products of Random Matrices

1960/06/01 by H. Furstenberg, Hillel Fürstenberg, Harry Kesten +1 · 99 citations
Physics and Astronomy · Computer Science · #Advanced Mathematical Theories and Applications #Matrix Theory and Algorithms

paper · pdf · doi:10.1214/aoms/1177705909

Cited by

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• Regular variation of GARCH processes
• Tensor Random Projection for Low Memory Dimension Reduction
• Evolution under Stochastic Transmission: Mutation-Rate Modifiers
• Large deviation type estimates for random cocycles
• Regularity of Lyapunov Exponents for Diffeomorphisms with Dominated Splitting
• A Central Limit Theorem for the Kontsevich-Zorich Cocycle
• Phase transitions for infinite products of large non-Hermitian random matrices
• On Schroedinger operators with dynamically defined potentials
• Foundations of Modern Probability
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• Central Limit for the Product of Free Random Variables
• Random matrices and Lyapunov coefficients regularity
• On the Hausdorff Dimension of Bernoulli Convolutions
• Invariant Gragh and Random Bony Attractors
• Matrix Concentration for Products
• Livšic Theorem for Banach Rings
• Empirical Distributions of Eigenvalues of Product Ensembles
• Convex Optimization methods for computing the Lyapunov Exponent of\n matrices
• Random dynamical systems
• Ancestral lineages and limit theorems for branching Markov chains
• Fine properties of the integrated density of states and a quantitative\n separation property of the Dirichlet eigenvalues
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• On resonances and the formation of gaps in the spectrum of quasi-periodic Schroedinger equations
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• SU(d)--biinvariant random walks on SL(d,C) and their Euclidean counterparts
• Formulas for Lyapunov exponents
• Degenerations of SL(2,C) representations and Lyapunov exponents
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• The fractal dimension of the spectrum of quasiperiodical schrodinger operators
• Ghost distributions of regular sequences are affine transformations of\n self-affine sets
• Limit theorems for random walks on Fuchsian buildings and Kac-Moody groups
• Explicit invariant measures for products of random matrices
• Applications of Large Random Matrices in Communications Engineering
• Multifractal analysis of weighted ergodic averages
• What are Lyapunov exponents, and why are they interesting?
• Random Neural Networks in the Infinite Width Limit as Gaussian Processes
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• Large deviation principle for random matrix products
• Multitype branching processes evolving in i.i.d. random environment: probability of survival for the critical case
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• Limit theorems for the coefficients of random walks on the general linear group
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