No label defined (Q4940245)

Let \(\{ X_{n},n=\overline{1,\infty}\}\) be a sequence of random matrices of the \(2\times 2\)-order with terms from the field of complex numbers \(C\), \(Y_{n}=X_{n}X_{n-1}\ldots X_2X_1\), \(n=\overline{1,\infty}.\) The asymptotic behaviour of \(Y_{n}\) if the factors \(X_{i}\) are independent and \(P\{ X_{n}=A\}=p\), \(P\{ X_{n}= B\}=q\), \(p+q=1\), \(0<p<1\), is discussed. The author considers the matrices \(A=\left(\begin{smallmatrix} a&b \\ 0&c \end{smallmatrix}\right)\), \(a>0\), \(b\geq 0\), \(c>0\), \(B=\left(\begin{smallmatrix} d&0 \\ f&g \end{smallmatrix}\right)\), \(d>0\), \(f\geq 0\), \(g>0.\) The asymptotic behaviour of the sequence \(Y_{n}\) is characterized by the Lyapunov exponent \(\kappa=\lim_{n\to\infty} n^{-1}\ln\|Y_{n}\|\), where \(\|\cdot\|\) is the usual operator norm in \(L(C^2).\) The author proves the following assertion: If \(pa<c\), then for the Lyapunov exponent \(\kappa\) of the semigroup \(Y_{n}\) the estimation \[ \kappa\leq q\ln q +p\ln c+q\ln(1+pbf(c-ap)^{-1} g^{-1})+q^2\sum _{i=0}^{\infty}p^{i}\ln\max \bigl\{ 2,[gc^{i}+fb(i)]^{-1} [da^{i}+2fb(i)]\bigr\}, \] is valid where \[ b(n)=\begin{cases} na^{n-1}b, &\text{ if } a=c,\\ (a-c)^{-1}(a^{n}-c^{n})b, &\text{ if } a\neq c.\end{cases} . \]