Thursday, November 11, 2010

The top Lyapunov exponent for products of random matrices (I)

Gianluigi Del Magno

Abstract: In these two seminars, I will review Furstenberg's theory for the top Lyapunov exponent of products of i.i.d. random matrices. Furstenberg's approach to the problem relies on the study of certain Markov processes on the projective space. The material presented is based on the papers: H. Furstenberg, Noncommuting random products, Trans. Amer. Math. Soc. 108 (1963) 366-428, and H. Furstenberg & Y. Kifer, Random matrix products and measures on projective spaces, Israel J. of Math. 46 (1983) 12-32.

Thursday, November 11, 2010
Time: 15h00
Room: Sala Unicre, Edificio Quelhas, ISEG