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Stochastic Analysis and Applications Volume 9, 1991 - Issue 1
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Original Articles

A nonrandom spectrum for lyapunov exponents of linear stochastic systems

Xiangbo Feng Department of Systems Engineering, Case Western Reserve University, Cleveland, Ohio, 44106
&
Kenneth A. Loparo Department of Systems Engineering, Case Western Reserve University, Cleveland, Ohio, 44106
Pages 25-40 | Published online: 03 Apr 2007

References

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  • Feng , X. and Loparo , K.A. 1989 . A spectrum theorem for Lyapunov exponents of linear stochastic systems , Case Western Reserve University . Technical Report, Systems Engineering Dept
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  • Feng X. Loparo K. A. “A nonrandom spectrum theorem for products of random matrices and linear stochastic systems,” Submitted for publication 1989

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