Related papers: Non-stationary version of Furstenberg Theorem on r…
Let $(\xi_j)_{j\ge1} $, be a non-stationary Markov chain with phase space $X$ and let $\mathfrak{g}_j:\,X\mapsto\mathrm{SL}(m,\mathbb{R})$ be a sequence of functions on $X$ with values in the unimodular group. Set…
Let $\beta>1$ be a real number and $M: \mathbb{R}\to {\rm GL(\CC^d)}$ be a uniformly almost periodic matrix-valued function. We study the asymptotic behavior of the product $$ P_n(x) =M(\beta^{n-1}x)... M(\beta x) M(x). $$ Under some…
We consider random products of $SL(2, \mathbb{R})$ matrices that depend on a parameter in a non-uniformly hyperbolic regime. We show that if the dependence on the parameter is monotone then almost surely the random product has upper…
The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…
We consider discrete Schr\"odinger operators on $\ell^2(\mathbb{Z})$ with bounded random but not necessarily identically distributed values of the potential. We prove spectral localization (with exponentially decaying eigenfunctions) as…
It is classical, following Furstenberg's theorem on positive Lyapunov exponent for products of random SL$(2, \mathbb R)$ matrices, that the one dimensional random Schr\"odinger operator has Anderson localization at arbitrary disorder. This…
This paper considers the family of Schr\"odinger operators on $\ell^2(\mathbb{Z})$ given by independent but not necessarily identically distributed and possibly unbounded potentials. We assume a finite exponential moment and allow the…
We prove a version of pointwise Ergodic Theorem for non-stationary random dynamical systems. Also, we discuss two specific examples where the result is applicable: non-stationary iterated function systems and non-stationary random matrix…
We give examples of sequences defined by smooth functions of intermediate growth, and we study the Furstenberg systems that model their statistical behavior. In particular, we show that the systems are Bernoulli. We do so by studying…
Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe…
We establish the universality of the singular numbers in random matrix products over $\mathrm{GL}_n(\mathbb{Q}_p)$ as the number of products approaches infinity, with a fixed $n\ge 1$. We demonstrate that, under a broad class of…
We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…
The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic…
We consider stochastically modeled chemical reaction systems with mass-action kinetics and prove that a product-form stationary distribution exists for each closed, irreducible subset of the state space if an analogous deterministically…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is…
Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and the…
Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…