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math.PR2022
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_{…
math.PR2020
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…
math.PR2019★ 2 cited
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…