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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 115–128
(Mi tvp2159)
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This article is cited in 10 scientific papers (total in 10 papers)
On the simplicity of the spectrum of Lyapunov's characteristic indices of a product of random matrices
A. D. Virñer Moscow
Abstract:
It is proved that the spectrum of Lyapunov's characteristic indices of a product of random matrices [4] is simple when multipliers form a stationary Markov chain on the group $SL(m,R)$ and the transitional probability of a chain satisfies some regularity conditions. When multipliers are independent and their distribution is absolutely continuous with respect to the Haar's measure on $SL(m,R)$ the simplicity of the spectrum of the characteristic indiced is a well-known result proved by V. N. Tutubalin [2] and (in a less explicite form) by H. Furstenberg [1]. The method of proof in the present paper is based on the development of some ideas of H. Furstenberg in [1] and generalizes the method of representations used in [8] (see also [9]–[11])
Received: 03.11.1980
Citation:
A. D. Virñer, “On the simplicity of the spectrum of Lyapunov's characteristic indices of a product of random matrices”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 115–128; Theory Probab. Appl., 28:1 (1984), 122–135
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