Random difference equations and Renewal theory for products of random matrices

Row Products of Random Matrices

Let ∆1, . . . ,∆K be d × n matrices. We define the row product of these matrices as a d × n matrix, whose rows are entry-wise products of rows of ∆1, . . . ,∆K . This construction arises in certain computer science problems. We study the question, to which extent the spectral and geometric properties of the row product of independent random matrices resemble those properties for a d × n matrix ...

Products of Random Rectangular Matrices

We study the asymptotic behaviour of points under matrix cocyles generated by rectangular matrices. In particular we prove a random Perron-Frobenius and a Multiplicative Ergodic Theorem. We also provide an example where such products of random rectangular matrices arise in the theory of random walks in random environments and where the Multiplicative Ergodic Theorem can be used to investigate r...

Products of random matrices for disordered systems.

Products of random transfer matrices are applied to low dimensional disordered systems to evaluate numerically extensive quantities such as entropy and overlap probability distribution. The main advantage is the possibility to avoid numerical differentiation. The method works for arbitrary disorder distributions at any temperature. 75.10.Nr, 05.50.+q, 02.50.+s Typeset using REVTEX 1 Products of...

Lyapunov Exponent for Products of Random Matrices

Random differential inequalities and comparison principles for nonlinear hybrid random differential equations

 In this paper, some basic results concerning strict, nonstrict inequalities, local existence theorem and differential inequalities  have been proved for an IVP of first order hybrid  random differential equations with the linear perturbation of second type. A comparison theorem is proved and  applied to prove the uniqueness of random solution for the considered perturbed random differential eq...