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
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The mean growth rate of state vector is evaluated for a generalized linear stochastic second-order system with symmetric matrix. The diagonal entries of the matrix are assumed to be independent and exponentially distributed with different means, whereas the nondiagonal entries are equal to zero.
@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},
publisher = {mathdoc},
volume = {341},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a7/}
}
TY - JOUR AU - N. K. Krivulin TI - The growth rate of state vector in a~generalized linear stochastic system with symmetric matrix JO - Zapiski Nauchnykh Seminarov POMI PY - 2007 SP - 134 EP - 141 VL - 341 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a7/ LA - ru ID - ZNSL_2007_341_a7 ER -
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/