Timeline for Random products of $SL(2,R)$ matrices and Furstenberg's theorem
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Jul 22, 2020 at 17:45 | comment | added | D. Thomine | @alesia: unfortunately, I don't know of one. I learnt it via study groups in ergodic theory (using Oseledets theorem, etc.), so without the vocabulary of Markov processes. | |
| Jul 21, 2020 at 23:05 | comment | added | R W | You are not alone to be confused by this fact - an economist was recently so much impressed by this fact ("exponential does not commute with the expectation") that made it a whole new economical discipline "ergodicity economics". | |
| Jul 21, 2020 at 18:36 | vote | accept | IsingX | ||
| Jul 21, 2020 at 18:35 | comment | added | IsingX | Dear @D.Thomine, thanks! You answered my question! Based on your answer, I realized that what I calculated is the expectation value of the norm. You comment that " exponential does not commute with the expectation" solved my puzzle. | |
| Jul 21, 2020 at 17:36 | comment | added | alesia | I seem to struggle finding a good reference for the multiplicative ergodic theorem in the context of markov processes, does that exist? | |
| Jul 21, 2020 at 17:29 | history | edited | D. Thomine | CC BY-SA 4.0 |
Multiple typos.
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| Jul 21, 2020 at 17:21 | history | answered | D. Thomine | CC BY-SA 4.0 |