Random matrix products when the top Lyapunov exponent is simple (Q783728)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Random matrix products when the top Lyapunov exponent is simple
scientific article

    Statements

    Random matrix products when the top Lyapunov exponent is simple (English)
    0 references
    0 references
    0 references
    4 August 2020
    0 references
    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.
    0 references
    random matrix products
    0 references
    stationary measures
    0 references
    Lyapunov exponents
    0 references
    limit sets
    0 references
    large deviations
    0 references
    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
    0 references
    0 references
    0 references