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Domains of analytic continuation for the top Lyapunov exponent. (English) Zbl 0794.58023

For a product of random positive matrices with Markovian dependence, the author shows how the top Lyapunov exponent depends analytically on the transition probabilities and investigates the domains of analytic continuation. The author’s results are further extended to random matrix products with Markovian dependence. The paper finishes by listing a number of unsolved problems.
Reviewer: R.Cowen (Nairobi)

MSC:

37A99 Ergodic theory
15B52 Random matrices (algebraic aspects)
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