Products of random rectangular matrices

Authors
Gundlach, VM Steinkamp, O
Citation
Vm. Gundlach et O. Steinkamp, Products of random rectangular matrices, MATH NACHR, 212, 2000, pp. 51-76
Citations number
17
Categorie Soggetti
Mathematics
Journal title
MATHEMATISCHE NACHRICHTEN
ISSN journal
0025584X → ACNP
Volume
212
Year of publication
2000
Pages
51 - 76
Database
ISI
SICI code
0025-584X(2000)212:<51:PORRM>2.0.ZU;2-D
Abstract
We study the asymptotic behaviour of points under matrix cocyles generated by rectangular matrices. In particular we prove a random Perron-Frobenius a nd 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 recurrence problems.