Nonconventional random matrix products

\random" Random Matrix Products

A Nonconventional Invariance Principle for Random Fields

In [16] we obtained a nonconventional invariance principle (functional central limit theorem) for sufficiently fast mixing stochastic processes with discrete and continuous time. In this paper we derive a nonconventional invariance principle for sufficiently well mixing random fields.

Evaluating products of matrix pencils and collapsing matrix products

This paper describes three numerical methods to collapse a formal product of p pairs of matrices P = Q p?1 k=0 E ?1 k A k down to the product of a single pair ^ E ?1 ^ A. In the setting of linear relations, the product formally extends to the case in which some of the E k 's are singular and it is impossible to explicitly form P as a single matrix. The methods diier in op count, work space, and...

Multifractality of Random Products

Moments of the measure defined by products of random deviates are considered with the aim of reproducing the multifractal spectrum of the DiffusionLimited Aggregation (DLA) . appeared in: Journal of Technical Physics 37 (1996), pp.441-444 In 1981 Witten and Sander have proposed the Diffusion-Limited Aggregation (DLA) model [1] leading to the formation of fractal patterns. The growth process of ...

Parallelizing matrix chain products

The problem of nding an optimal product sequence for sequential multiplication of matrices (the matrix chain ordering problem, MCOP) is well-known and has been studied for a long time. In this paper, we consider the problem of nding an optimal product schedule for evaluating a chain of matrix products on a parallel computer (the matrix chain scheduling problem, MCSP). The diierence between MCSP...