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scientific article; zbMATH DE number 19533
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scientific article; zbMATH DE number 19533 |
Statements
26 June 1992
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Zariski closure
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quasi-projective transformations
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multiplicative ergodic theorem
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central limit theorem
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products of iid matrices
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polar decomposition
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product of asymptotically independent matrices
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products of random matrices
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Lyapunov exponents
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0.8326711058616638
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0.8264767527580261
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[For the entire collection see Zbl 0733.00015.] The paper surveys recent developments around the multiplicative ergodic theorem. The central limit theorem for products of iid matrices and a new result on the asymptotic behaviour of the polar decomposition of a product of asymptotically independent matrices are presented. Then combinations of algebraic and probabilistic techniques for products of random matrices are discussed, culminating in the following theorem: A product of invertible iid matrices on \(\mathbb{R}^ d\) has \(d\) distinct Lyapunov exponents provided the support of the distribution of the matrices is Zariski dense in the general linear group \(\hbox{Gl}(d,\mathbb{R})\).
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