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Products of Random Rectangular Matrices
Author(s) -
Gundlach Volker Matthias,
Steinkamp Oliver
Publication year - 2000
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/(sici)1522-2616(200004)212:1<51::aid-mana51>3.0.co;2-k
Subject(s) - mathematics , statistics
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 recurrence problems.