Growth rate of the state vector in a generalized linear stochastic system with symmetric matrix
Dynamical Systems
2017-06-19 v1 Systems and Control
Abstract
The mean growth rate of the state vector is evaluated for a generalized linear stochastic second-order system with a symmetric matrix. Diagonal entries of the matrix are assumed to be independent and exponentially distributed with different means, while the off-diagonal entries are equal to zero.
Keywords
Cite
@article{arxiv.1706.05213,
title = {Growth rate of the state vector in a generalized linear stochastic system with symmetric matrix},
author = {N. K. Krivulin},
journal= {arXiv preprint arXiv:1706.05213},
year = {2017}
}
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7 pages