Asymptotic behavior of a class of stochastic semigroups in the Bernoulli scheme

  • A. S. Chani

Abstract

The family of subalgebras that describe the space of complex-valued $2 \times 2$ matrices is selected. In this space, the stochastic semigroup $Y_n = X_n X_{n-1} ... X_1, \; n = \overline{1, \infty}$, is considered, where $\{X_ , і = \overline{1, \infty}\}$ are independent equally distributed random matrices taking two values. For the stochastic semigroup $Y_n$, whose phase space belongs to one of the subalgebras, the index of exponential growth is calculated explicitly.
Published
25.11.1993
How to Cite
Chani, A. S. “Asymptotic Behavior of a Class of Stochastic Semigroups in the Bernoulli Scheme”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 45, no. 11, Nov. 1993, pp. 1580–1584, https://umj.imath.kiev.ua/index.php/umj/article/view/5964.
Section
Research articles