Geodesic
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 
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/
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     author = {N. K. Krivulin},
     title = {The growth rate of state vector in a~generalized linear stochastic system with symmetric matrix},
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     year = {2007},
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     url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a7/}
}
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Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

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.

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