Large deviation principle for random matrix products

DOI10.1214/18-AOP1285MaRDI QIDQ2421817zbMATH OpenOpenAlexWikidataFDO

Authors Cagri Sert

Publication date 18 June 2019

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.00615, https://projecteuclid.org/euclid.aop/1556784021

zbMATH Keywords

joint spectrumlarge deviation principlerandom matrix productsreductive groups

Mathematics Subject Classification ID

Probabilistic methods in group theory (20P05) Semisimple Lie groups and their representations (22E46) Large deviations (60F10)

Abstract: Under a Zariski density assumption, we extend the classical theorem of Cramer on large deviations of sums of iid real random variables to random matrix products.

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Cited in

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