scientific article; zbMATH DE number 19533

DOI10.1007/BFB0086655MaRDI QIDQ3979022zbMATH OpenFDO

Authors I. Goldsheid

Publication date 26 June 1992

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BFB0086655

zbMATH Keywords

central limit theoremLyapunov exponentsmultiplicative ergodic theorempolar decompositionproduct of asymptotically independent matricesproducts of iid matricesproducts of random matricesquasi-projective transformationsZariski closure

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Review text

[For the entire collection see Zbl 0733.00015.] The paper surveys recent developments around the multiplicative ergodic theorem. The central limit theorem for products of iid matrices and a new result on the asymptotic behaviour of the polar decomposition of a product of asymptotically independent matrices are presented. Then combinations of algebraic and probabilistic techniques for products of random matrices are discussed, culminating in the following theorem: A product of invertible iid matrices on \(\mathbb{R}^ d\) has \(d\) distinct Lyapunov exponents provided the support of the distribution of the matrices is Zariski dense in the general linear group \(\hbox{Gl}(d,\mathbb{R})\).

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