Joint spectrum and large deviation principle for random matrix products

DOI10.1016/J.CRMA.2017.04.015MaRDI QIDQ2363536zbMATH OpenOpenAlexFDO

Authors Cagri Sert

Publication date 19 July 2017

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.06937

zbMATH Keywords

large deviationssemisimple linear Lie group

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

Abstract: The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on large deviation principles (LDP) for sums of iid real random variables. In the second result, we introduce a limit set describing the asymptotic shape of the powers of a subset S of a semisimple linear Lie group G (e.g. SL(d;R)). This limit set has applications, among others, in the study of large deviations.

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Cited in

(10)

• Real eigenvalues in the non-Hermitian Anderson model
• Large deviations for random walks on free products of finitely generated groups
• Precise large deviation asymptotics for products of random matrices
• Joint spectrum and large deviation principle for random matrix products
• Large deviation principle for random matrix products
• Produits de matrices aléatoires et applications aux propriétés géometriques des sous-groupes du groupe linéaire
• scientific article; zbMATH DE number 130628 (Why is no real title available?)
• The avalanche principle and some deviation probabilities
• The joint spectrum
• Large deviations for random walks on Gromov-hyperbolic spaces

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