@article{ZNSL_2007_341_a7,
author = {N. K. Krivulin},
title = {The growth rate of state vector in a~generalized linear stochastic system with symmetric matrix},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {134--141},
year = {2007},
volume = {341},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a7/}
}
N. K. Krivulin. The growth rate of state vector in a generalized linear stochastic system with symmetric matrix. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 134-141. http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a7/
[1] F. Baccelli, G. Cohen, G. J. Olsder, J.-P. Quadrat, Synchronization and linearity, Wiley, Chichester, 1992 | MR | Zbl
[2] V. P. Maslov, V. N. Kolokoltsov, Idempotentnyi analiz i ego primenenie v optimalnom upravlenii, Fizmatlit, M., 1994 | MR
[3] J. F. C. Kingman, “Subadditive ergodic theory”, Ann. Probab., 1 (1973), 883–909 | DOI | MR | Zbl
[4] G. J. Olsder, J. A. C. Resing, R. E. De Vries, M. S. Keane, G. Hooghiemstra, “Discrete event systems with stochastic processing times”, IEEE Trans. Automat. Contr., 35:3 (1990), 299–302 | DOI | MR | Zbl
[5] A. Jean-Marie, “Analytical computation of Lyapunov exponents in stochastic event graphs”, Performance Evaluation of Parallel and Distributed Systems. Solution Methods, Proc. 3rd QMIPS Workshop, CWI Tracts, 106, Math. Centrum Centrum Wisk. Inform., Amsterdam, 1994, 309–341 | MR
[6] J. E. Cohen, “Subadditivity, generalized products of random matrices and operations research”, SIAM Review, 30:1 (1988), 69–86 | DOI | MR | Zbl
[7] N. K. Krivulin, “Skorost rosta vektora sostoyanii obobschennoi lineinoi dinamicheskoi sistemy so sluchainoi treugolnoi matritsei”, Vestn. S.-Peterb. un-ta. Ser. 1, 1 (2005), 33–38 | MR | Zbl