Growth rate of the state vector in a generalized linear stochastic system with symmetric matrix
arXiv:1706.05213 · doi:10.1007/s10958-007-0515-5
Abstract
The mean growth rate of the state vector is evaluated for a generalized linear stochastic second-order system with a symmetric matrix. Diagonal entries of the matrix are assumed to be independent and exponentially distributed with different means, while the off-diagonal entries are equal to zero.
7 pages