Propriétés de contraction d'un semi-groupe de matrices inversibles. Coefficients de Liapunoff d'un produit de matrices aléatoires indépendantes. (Contraction properties of a semigoup of invertible matrices. Lyapunov coefficient of a product of independent random matrices) (Q1123472)

From MaRDI portal
Revision as of 03:09, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Propriétés de contraction d'un semi-groupe de matrices inversibles. Coefficients de Liapunoff d'un produit de matrices aléatoires indépendantes. (Contraction properties of a semigoup of invertible matrices. Lyapunov coefficient of a product of independent random matrices)
scientific article

    Statements

    Propriétés de contraction d'un semi-groupe de matrices inversibles. Coefficients de Liapunoff d'un produit de matrices aléatoires indépendantes. (Contraction properties of a semigoup of invertible matrices. Lyapunov coefficient of a product of independent random matrices) (English)
    0 references
    0 references
    0 references
    1989
    0 references
    Let \(X_ i\) be independent (identically) \(\mu\)-distributed random matrices from GL(d,R). How does the multiplicity of the Lyapunov spectrum of the sequence \(Y_ n=X_ 1...X_ n\) depend on the measure \(\mu\) ? The authors consider the algebraic closure H of supp \(\mu\) and decompose the action of H on the flag space into a proximal part and an isometric part, obtaining thus an expression of the multiplicities of the Lyapunov spectrum in terms of the diagonal part of a conjugate of the group H. The latter result is a generalization of a result by \textit{I. Ya. Gol'dshejd} and \textit{G. A. Margulis} [Dokl. Akad. Nauk SSSR 293, 297-301 (1987; Zbl 0638.15010); English translation in Sov. Math., Dokl. 35, No.2, 309-313 (1987)] on the simplicity of the Lyapunov spectrum.
    0 references
    random matrices
    0 references
    Lyapunov spectrum
    0 references
    flag space
    0 references

    Identifiers