Seminar series
Date
Mon, 01 Dec 2008
15:45
15:45
Location
Oxford-Man Institute
Speaker
Professor Ilya Goldschied
Organisation
London
It is well known that the description of the asymptotic behaviour of products of i.i.d random matrices can be derived from the properties of the Lyapunov exponents of these matrices. So far, the fact that the matrices in question are IDENTICALLY distributed, had been crucial for the existing theories. The goal of this work is to explain how and under what conditions one might be able to control products of NON-IDENTICALLY distributed matrices.