Large deviations for products of random two dimensional matrices (Q2181966)
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English | Large deviations for products of random two dimensional matrices |
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Large deviations for products of random two dimensional matrices (English)
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20 May 2020
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The authors establish uniform large deviations estimates in the general linear group for locally constant cocycles over a full Bernoulli shift in a finite number of symbols. This corresponds to a random multiplicative process with values in the general linear group, whose probability distribution is a finite sum of point masses. As a consequence, they derive a local modulus of continuity (namely weak-Hölder) for the Lyapunov exponent regarded as a function of the support of the measure. Furthermore, this implies the same local modulus of continuity for the integrated density of states of a random Jacobi operator, near every energy level with positive Lyapunov exponent.
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large deviation estimates
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Lyapunov exponents
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random Jacobi operators
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