Law of large numbers for the spectral radius of random matrix products

DOI10.1353/AJM.2021.0025zbMATH Open1469.60024arXiv1908.07469OpenAlexW3166945394MaRDI QIDQ4999947FDOQ4999947

Authors: Richard Aoun, Cagri Sert 

Publication date: 5 July 2021

Published in: American Journal of Mathematics (Search for Journal in Brave)

Abstract: We prove that the spectral radius of an i.i.d. random walk on $G{L}_d(C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption is supposed.

Full work available at URL: https://arxiv.org/abs/1908.07469

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zbMATH Keywords

random matrix productsfinite first moment

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

Cited In (10)

• From the Littlewood-Offord problem to the Circular Law: Universality of the spectral distribution of random matrices
• Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
• Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\)
• Law of large numbers for infinite random matrices over a finite field
• Theorems of law of large numbers type for functionals of products of independent random matrices
• Counting and boundary limit theorems for representations of Gromov‐hyperbolic groups
• Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems
• Linear growth of translation lengths of random isometries on Gromov hyperbolic spaces and Teichmüller spaces
• The central limit theorem for eigenvalues
• Stable laws and products of positive random matrices

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