On the dimension of Furstenberg measure for SL₂( R) random matrix products
Given a reasonably chosen probability measure \(\mu\) on \(G\)=SL\(_2(\mathbb{R})\) there is always a unique \(\mu\)-stationary measure \(\nu\) for the action of \(G\) on a projective space. This stationary measure is called the Furstenberg measure of \(\mu\). The article at hand considers the (exact) dimension of the Furstenberg measure \(\nu\), where \(\nu\) has dimension \(\alpha\) if \(\nu(B_r(x))= r^{\alpha+o(1)}\) as \(r\to 0\) for \(\nu\) a.e. \(x\). Let \(G_\mu\) be the subgroup of \(G\) generated by supp\((\mu)\). Fixing a left-invariant Riemannian metric \(d\) on \(G\), a set \({\mathcal A}\subseteq G\) is called Diophantine if there is \(c> 0\) such that for every pair of sequences \(A_1,\dots, A_n\), and \(B_1,\dots, B_n\) from \({\mathcal A}\) with \(\prod_i A_i\neq \prod_i B_i\), it is the case that \(d(\prod_i A_i,\prod_i B_i)> c^n\). The authors establish the following claim. Let \(\mu\) be a finitely supported measure on \(G\) with \(G_\mu\), unbounded and totally irreducible. Then the unique \(\mu\)-stationary measure \(\nu\) is exact dimensional, and if supp\((\mu)\) is Diophantine, then \[ \dim\nu= \min\Biggl\{1,{h_{RW}(\mu)\over 2\chi(\mu)}\Biggr\}, \] where \(h_{RW}\) is the random walk entropy and \(\chi\) is the Lyapunov exponent. If, in addition, supp\((\mu)\) generates a free semigroup, then \[ \dim\nu= \min\Biggl\{1,{H(\mu)\over 2\chi(\mu)}\Biggr\}, \] where \(H\) is the Shannon entropy. The authors identify a sufficient condition to ensure that \(\dim\,\nu=1\).
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