Subadditive and multiplicative ergodic theorems (Q2178267)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Subadditive and multiplicative ergodic theorems
    scientific article

      Statements

      Subadditive and multiplicative ergodic theorems (English)
      0 references
      0 references
      7 May 2020
      0 references
      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.
      0 references
      subadditive cocycle
      0 references
      Kingman theorem
      0 references
      horofunction
      0 references
      semicontraction
      0 references
      metric functional
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references