ON REDUCIBILTY OF THE COVARIANCE SEMIGROUP FOR MARKOV LINEAR DYNAMICAL SYSTEMS BY 2-MOMENT LYAPUNOV SPECTRUM SUBSPACE

摘要

The paper deals with impulse linear dynamical system composed of linear differential and difference equations with coefficients analytically dependent on small positive parameter and homogeneous ergodic Poison type process.We construct such the basis in the space of constant matrices that permits to reduce the above semigroup to matrix exponent and prove that the mean square Lyapunov spectrum for the initial system consists of the Lyapunov spectrum for this exponent.