2 citations · 2 across the 4 of their papers we have counts for
4 papers
Partial Observation of Linear Systems with the Mori-Zwanzig Formalism
Fan Wang, Peter Benner, Jan Heiland
The Mori-Zwanzig formalism provides a systematic framework for deriving reduced-order model of dynamical systems when only part of the state is observed, but its practical use is o…
Some Limit Theorems Regarding Products of Random Matrices I: Directional Derivative of the Lyapunov Exponent
Fan Wang
Given an i.i.d. sequence of invertible matrices and a random matrix , we consider the random matrix sequences inductively defined by $S_n(ω) = A_n(ω)S_{…
On Transfer Operators for Markovian Products of Invertible Random Matrices
Fan Wang, David Steinsaltz
In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We con…
Bai-Pollicott Algorithm for Markovian Products of Positive Matrices
Fan Wang, David Steinsaltz
We consider the problem of estimating the top Lyapunov exponents for Markovian products of positive matrices. We define a new transfer operator as a matrix of classical transfer op…