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arXiv · 1706.05213

Growth rate of the state vector in a generalized linear stochastic system with symmetric matrix

N. K. Krivulin
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Abstract

The mean growth rate of the state vector is evaluated for a generalized linear stochastic second-order system with a symmetric matrix. Diagonal entries of the matrix are assumed to be independent and exponentially distributed with different means, while the off-diagonal entries are equal to zero.

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N. K. Krivulin. 2017-06-16. Growth rate of the state vector in a generalized linear stochastic system with symmetric matrix. https://doi.org/10.1007/s10958-007-0515-5

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