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Properties of the Invariant Measure and Applications

  • Philippe Bougerol
  • Jean Lacroix
Chapter
  • 400 Downloads
Part of the Progress in Probability and Statistics book series (PRPR, volume 8)

Abstract

The main result to be proved in this chapter is that under suitable hypotheses, the μ-invariant distribution v on P(ℝd) satisfies for some α > 0
$$ {\int {\left| {\frac{{\left\| x \right\|}}{{ < x,y > }}} \right|} ^\alpha }dv(\overline {x)} < \infty $$
(1)
.

Keywords

Probability Measure Lyapunov Exponent Invariant Measure Random Matrix Hausdorff Dimension 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Boston, Inc. 1985

Authors and Affiliations

  • Philippe Bougerol
    • 1
  • Jean Lacroix
    • 2
  1. 1.UER de MathématiquesUniversité Paris 7ParisFrance
  2. 2.Département de MathématiquesUniversité de Paris XIIIVilletaneuseFrance

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