Subadditive and multiplicative ergodic theorems (Q2178267)
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scientific article; zbMATH DE number 7198121
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| English | Subadditive and multiplicative ergodic theorems |
scientific article; zbMATH DE number 7198121 |
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Subadditive and multiplicative ergodic theorems (English)
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7 May 2020
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The asymptotic behaviour of products of random matrices is governed by the multiplicative ergodic theorem of \textit{V. I. Oseledets} [Trans. Mosc. Math. Soc. 19, 197--231 (1968; Zbl 0236.93034); translation from Tr. Mosk. Mat. Obshch. 19, 179--210 (1968)]. In many related situations (composition of random noncommuting operations) a metric which is either invariant or not expanded by the operations exists, giving rise to associated functions exhibiting a form of sub-additivity. This allows the authors to use the \textit{J. F. C. Kingman}'s subadditive ergodic theorem [J. R. Stat. Soc., Ser. B 30, 499--510 (1968; Zbl 0182.22802)] to generalize the pointwise ergodic theorem to subadditive cocycles. This, for example, shows that random products of group elements exhibit a well-defined asymptotic growth rate. Here more refined questions about whether random products grow in specific directions are studied, using the notion of horofunctions. To do this a refined version of Kingman's subadditive ergodic theorem is proved and then used to prove a general multiplicative ergodic theorem and, in particular, results on the asymptotic behaviour of random products of \(1\)-Lipschitz maps on metric spaces. Applications of these ideas include ergodic theorems for cocycles of bounded linear operators.
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subadditive cocycle
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Kingman theorem
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horofunction
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semicontraction
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metric functional
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0.8026523590087891
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0.8023515343666077
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0.800889253616333
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0.7984064221382141
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