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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Branching random walks driven by products of random matrices
随机矩阵 乘积驱动 分支随机 游走
2023/4/18
A branching random walk is a system of particles, where each particle gives birth to new particles of the next generation, which move on $\mathbb R^d$ according to some probability law. In this talk, ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Products of random matrices
随机矩阵 乘积 极限定理收敛率
2023/4/19
Let $(g_n)_{n\geq 1}$ be a sequence of independent and identically distributed random matrices of type $d \times d $ with real coefficients. Consider the products $G_n : = g_n \ldots g_1$ and the rand...
Estimating generalised Lyapunov exponents for products of random matrices
random matrices large-deviation regime fluid flows
2010/4/7
We discuss several techniques for the evaluation of the generalised Lyapunov exponents which characterise the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorit...