Random matrix products when the top Lyapunov exponent is simple (Q783728)
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scientific article; zbMATH DE number 7227732
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| English | Random matrix products when the top Lyapunov exponent is simple |
scientific article; zbMATH DE number 7227732 |
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Random matrix products when the top Lyapunov exponent is simple (English)
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4 August 2020
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The authors consider random matrix products in the general linear group, when the top Lyapunov exponent is simple, and without the irreducibility assumption. They show the existence and uniqueness of the stationary measure related to the top Lyapunov exponent and describe the projective subspace generated by its support. The latter relates to the limit set of the semigroup generated by the random walk. Moreover, they prove regularity results and give limit theorems concerning the behavior of the random walk and the probability of hitting a hyperplane.
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random matrix products
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stationary measures
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Lyapunov exponents
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limit sets
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large deviations
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0.8140591979026794
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0.8002289533615112
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