Large deviation principle for random matrix products

DOI10.1214/18-AOP1285zbMATH Open1466.60063arXiv1704.00615OpenAlexW2604268603WikidataQ127932073 ScholiaQ127932073MaRDI QIDQ2421817FDOQ2421817

Authors: Cagri Sert 

Publication date: 18 June 2019

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

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.

Full work available at URL: https://arxiv.org/abs/1704.00615

zbMATH Keywords

large deviation principlereductive groupsrandom matrix productsjoint spectrum

Mathematics Subject Classification ID

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

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Cited In (11)

• Large deviations for random walks on Gromov-hyperbolic spaces
• Large deviations for random matricial moment problems
• Large deviations for random walks on free products of finitely generated groups
• Joint spectrum and large deviation principle for random matrix products
• Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\)
• Title not available (Why is that?)
• Construction and applications of proximal maps for typical cocycles
• Transfer operators and limit laws for typical cocycles
• Berry-Esseen bound and precise moderate deviations for products of random matrices
• The joint spectrum
• Random walks on hyperbolic spaces: concentration inequalities and probabilistic Tits alternative

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