Infinite products of random matrices and repeated interaction dynamics

DOI10.1214/09-AIHP211zbMATH Open1208.60064arXivmath/0703675MaRDI QIDQ985329FDOQ985329

Authors: Laurent Bruneau, A. Joye, M. Merkli 

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Let $Ps{i}_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $Ps{i}_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of $M$ having only the simple eigenvalue 1 on the unit circle does not vanish, we show that $Ps{i}_n$ is the sum of a fluctuating and a decaying process. The latter converges to zero almost surely, exponentially fast as $noinfty$. The fluctuating part converges in Cesaro mean to a limit that is characterized explicitly by the deterministic invariant vector and the spectral data of $mathbbE[M]$ associated to 1. No additional assumptions are made on the matrices $M$; they may have complex entries and not be invertible. We apply our general results to two classes of dynamical systems: inhomogeneous Markov chains with random transition matrices (stochastic matrices), and random repeated interaction quantum systems. In both cases, we prove ergodic theorems for the dynamics, and we obtain the form of the limit states.

Full work available at URL: https://arxiv.org/abs/math/0703675

Recommendations

• Repeated Interaction Quantum Systems
• Random repeated interaction quantum systems
• Repeated interaction quantum systems
• Repeated Interaction Quantum Systems: Deterministic and Random
• Random repeated quantum interactions and random invariant states

zbMATH Keywords

ergodic theoremsproducts of random matriceslinear random dynamical systemsrandom `stochastic matrix'

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Probability Inequalities for Sums of Bounded Random Variables
• Title not available (Why is that?)
• Random dynamics
• Convergence of infinite products of matrices and inner-outer iteration schemes
• Non-equilibrium steady states of finite quantum systems coupled to thermal reservoirs
• Borel Measurability in Linear Algebra
• Convergence in distribution of products of random matrices
• Random repeated interaction quantum systems
• Asymptotics of repeated interaction quantum systems
• Topics in products of random matrices
• Instability of equilibrium states for coupled heat reservoirs at different temperatures
• On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\)
• A Vector-Valued Random Ergodic Theorem
• Title not available (Why is that?)

Cited In (15)

• The dynamics of stochastic mono-molecular reaction systems in stochastic environments
• Quantum measurements of scattered particles
• Correlated Markov quantum walks
• Random time-dependent quantum walks
• Repeated interaction quantum systems: Van Hove limits and asymptotic states
• Repeated quantum interactions and Unitary random walks
• Dispersion in macroeconomic volatility between the core and periphery of the international trade network
• Repeated and continuous interactions in open quantum systems
• Random repeated quantum interactions and random invariant states
• Markovian repeated interaction quantum systems
• Classical noises emerging from quantum environments
• Convergence rate of Markov chains over switching distance regular networks
• A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
• Repeated interactions in open quantum systems
• Random repeated interaction quantum systems

This page was built for publication: Infinite products of random matrices and repeated interaction dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q985329)