Asymptotic behavior of a class of stochastic semigroups in the Bernoulli scheme |
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Authors: | A. S. Chani |
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Affiliation: | (1) Institute of Applied Mathematics and Mechanics, Ukrainian Academy of Sciences, Donetsk |
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Abstract: | A family of subalgebras describing the space of complex-valued 2×2 matrices is selected. In this space, a stochastic semigroupYn=XnX–1 ...X1,n=, is considered, where {Xi, i=} are independent equally distributed random matrices taking two values. For a stochastic semigroupYn, whose phase space belongs to one of the subalgebras, the index of exponential growth is determined explicitly.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 11, pp. 1580–1584, November, 1993. |
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