A generalized linear dynamical system with triangular random matrix is considered. By assumption, the random elements of matrix have the arbitrary probability distributions with a finite mean and variance and do not have to be independent. It is shown that under rather general conditions, the mean growth rate of the state vector of the system is determined only by the mean values of diagonal elements of the matrix.
Original languageEnglish
Pages (from-to)25-28
JournalVestnik St. Petersburg University: Mathematics
Volume38
Issue number1
StatePublished - 2005

    Scopus subject areas

  • Modelling and Simulation
  • Statistics and Probability

ID: 5305012