Régularité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes et applications. (Regularity of the largest characteristic exponent of products of independent random matrices and applications) (Q1822823): Difference between revisions

Regularity properties (Hölder, \(C^{\infty})\) for the first characteristic exponent of a product of independent random matrices are given. Let \(\Omega =X^{{\mathbb{N}}}\) be a product space with a product probability P. Consider a map \((\lambda,\omega)\to g^{\lambda}(\omega)\) from \({\mathbb{R}}\times \Omega\) into the group GL(d,\({\mathbb{R}})\) of \(d\times d\) invertible matrices. By \(\mu_{\lambda}\) we denote the distribution law of \(g^{\lambda}\). Suppose that \(\{g_ k^{\lambda}(\cdot)\), \(k\geq 1\}\) is a sequence of independent random matrices having the common law \(\mu_{\lambda}\) and \(\gamma\) (\(\lambda)\) the first characteristic exponent of that sequence, i.e. \[ \gamma (\lambda)=\lim_{n\to \infty}n^{-1}\log \| g_ n^{\lambda}g^{\lambda}_{n-1}...g_ 1^{\lambda}\| \quad P\quad p.s. \] Regularity properties of the map \(\lambda\) \(\to \gamma (\lambda)\) are investigated. Theorem 1 gives conditions under which \(\gamma\) (\(\lambda)\) is a Hölder function. One of the assumption requires that for \(\lambda\),\(\mu\in T\) (a compact subset of an open set \(U\subset {\mathbb{R}})\) \[ \| g^{\lambda}(\omega)- g^{\mu}(\omega)\| \leq C(\omega)| \lambda -\mu |^{\epsilon_ 1(T)}\quad P\quad p.s. \] and \[ \int C^{\epsilon_ 1(T)}(\omega)dP(\omega)<\infty. \] Theorem 2 gives conditions under which \(\lambda\) \(\to \gamma (\lambda)\) is C on U. The properties for the integrated density in the one-dimensional Anderson model are obtained in Theorem 2.