Peres, Yuval Domains of analytic continuation for the top Lyapunov exponent. (English) Zbl 0794.58023 Ann. Inst. Henri Poincaré, Probab. Stat. 28, No. 1, 131-148 (1992). 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) Cited in 22 Documents MSC: 37A99 Ergodic theory 15B52 Random matrices (algebraic aspects) Keywords:top Lyapunov exponent; analytic continuation; random matrix products PDFBibTeX XMLCite \textit{Y. Peres}, Ann. Inst. Henri Poincaré, Probab. Stat. 28, No. 1, 131--148 (1992; Zbl 0794.58023) Full Text: Numdam EuDML