Publicação
Products of i.i.d. random matrices and a theorem by Furstenberg
| dc.contributor.advisor | Lopes, João Dias | |
| dc.contributor.author | Costa, Martim Roberto Alves da | |
| dc.date.accessioned | 2024-01-09T15:01:06Z | |
| dc.date.available | 2024-01-09T15:01:06Z | |
| dc.date.issued | 2023-12 | |
| dc.description | Mestrado Bolonha em Mathematical Finance | pt_PT |
| dc.description.abstract | We study the Lyapunov exponents associated to the product of i.i.d. random matrices linear cocyle in SL±(2,R). The existence of these quantities and conditions to guarantee strict positivity are established. These results are used to prove the exponential growth of a random Fibonacci sequence. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Costa, Martim Roberto Alves da (2023). “Products of i.i.d. random matrices and a theorem by Furstenberg”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/29743 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Instituto Superior de Economia e Gestão | pt_PT |
| dc.title | Products of i.i.d. random matrices and a theorem by Furstenberg | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |