Almost sure convergence of products of 2\times2 nonnegative matrices

arXiv1302.4715MaRDI QIDQ6239752FDOQ6239752

Alain Thomas

Publication date: 15 February 2013

Abstract: We study the almost sure convergence of the normalized columns in an infinite product of nonnegative matrices, and the almost sure rank one property of its limit points. Given a probability on the set of $2imes2$ nonnegative matrices, with finite support $mathcalA=A(0),dots,A(s-1)$, and assuming that at least one of the $A(k)$ is not diagonal, the normalized columns of the product matrix $P_n=A(omeg{a}_1)dotsA(omeg{a}_n)$ converge almost surely (for the product probability) with an exponential rate of convergence if and only if the Lyapunov exponents are almost surely distinct. If this condition is satisfied, given a nonnegative column vector $V$ the column vector $frac{P}_{n}VVert{P}_{n}VVert$ also converges almost surely with an exponential rate of convergence. On the other hand if we assume only that at least one of the $A(k)$ do not have the form $$, $ade0$, nor the form $$, $bce0$, the limit-points of the normalized product matrix $frac{P}_{n}Vert{P}_{n}Vert$ have almost surely rank 1 -although the limits of the normalized columns can be distinct- and $frac{P}_{n}VVert{P}_{n}VVert$ converges almost surely with a rate of convergence that can be exponential or not exponential.

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