scientific article; zbMATH DE number 1303227
Let \(G\) be the group of invertible \(d\)-matrices, \(\Omega\) a measurable space, and \(\tau\) a bijective transformation on \(\Omega\). Assume that \((L_n\), \(n\in \mathbb{Z})\) and \((M_n\), \(n\in \mathbb{Z})\) are co-cycles associated with mappings \(L\) and \(M\) from \(\Omega\) into \(G\), respectively. \(L\) and \(M\) are called cohomology on a measurable subset \(\Omega_0\) of \(\Omega\), which is \(\tau\)-invariant if there exists a mapping \(\Phi\) from \(\Omega_0\) into \(G\) such that \[ \bigwedge_{\omega\in \Omega_0}: M(\omega)= \Phi^{-1}(\omega) L(\omega) \Phi(\tau(\omega)). \] The cohomology \(\Phi\) is the Lapunov's one if \[ \bigwedge_{\omega\in \Omega_0}: \lim_{n\to \pm \infty} \frac{1}{n} \|\Phi^\pm (\tau^n (\omega)) \|=0. \] Let \(\Omega_1\subset \Omega\) be a measurable set, \(\tau\)-invariant and containing all elements \(\omega\) such that: \[ \begin{aligned} \bigwedge_{1\leq r\leq d} \frac{1}{n} &\operatorname {Log} a_r(M_n (\omega))\to \gamma_r (\omega)\in \mathbb{R},\tag{i}\\ \bigwedge_{1\leq r\leq d} \frac{1}{n} &\operatorname {Log} a_r (M_{-n} (\omega))\to -\gamma_{d+1-r} (\omega)\in \mathbb{R}, \tag{ii}\\ \lim_{n\to\pm \infty} \frac{1}{n} &\operatorname {Log} \{M^\pm (\tau^n(\omega))\}= 0, \tag{iii} \end{aligned} \] where \(a_r(g)\) denote the square roots of the eigenvalues of \(g'g\) \((g\in G)\). It is proved that there exists a measurable subset \(\Omega_2\subset \Omega\), \(\tau\)-invariant, such that the co-cycle \((M_n)\) is the Lapunov's cohomology. ``Log-integrability for the cohomology and an expression of the variance in the CLT for independent random matrices are also presented. For the entire collection see [Zbl 0908.00011].
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