RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 1, Pages 115–128 (Mi tvp2159)

This article is cited in 10 papers

On the simplicity of the spectrum of Lyapunov's characteristic indices of a product of random matrices

A. D. Virņer

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


 English version:
Theory of Probability and its Applications, 1984, 28:1, 122–135

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025