Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry]
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Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry], 2008, Volume 4, Number 4, Pages 457–489 (Mi jmag109)  
This article is cited in 4 scientific papers (total in 4 papers)

On contraction properties for products of Markov driven random matrices

Y. Guivarc'h

IRMAR CNRS Rennes I, Universite de Rennes I, Campus de Beaulieu, 35042 Rennes Cedex, France
Full-text PDF (439 kB) Citations (4)
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Abstract: We describe contraction properties on projective spaces for products of matrices governed by Markov chains which satisfy strong mixing conditions. Assuming that the subgroup generated by the corresponding matrices is “large” we show in particular that the top Lyapunov exponent of their product has multiplicity one and we give an exposition of the related results.
Key words and phrases: Lyapunov exponent, Markov chain, martingale, spectral gap, proximal.
Received: 28.03.2008
Bibliographic databases:
Document Type: Article
MSC: 37XX, 22D40, 60BXX, 82B44
Language: English
Citation: Y. Guivarc'h, “On contraction properties for products of Markov driven random matrices”, Zh. Mat. Fiz. Anal. Geom., 4:4 (2008), 457–489
Citation in format AMSBIB
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\pages 457--489
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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