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A Multiplicative Ergodic Theorem for Dis...
Qiao, Huijie...
A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical Systems and Applications by Qiao, Huijie ( Author )
Australian National University
21-08-2023
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem is proved for such linear cocycles. Then, the result is illustrated for two linear stochastic systems with general L\'evy motions.
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Article
pdf
29.34 KB
English
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MYR 0.01
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http://arxiv.org/abs/1204.5050
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