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)
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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) |
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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)
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1989
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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.
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random matrices
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Lyapunov spectrum
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flag space
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