Random products of matrices: a dynamical point of view
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Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Discrete subgroups of Lie groups (22E40) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Higher-dimensional holomorphic and meromorphic dynamics (37F80)
Abstract: We study random products of matrices in SL_2(C) from the point of view of holomorphic dynamics. For non-elementary measures with finite first moment we obtain the exponential convergence towards the stationary measure in Sobolev norm. As a consequence we obtain the exponentially fast equidistribution of forward images of points towards the stationary measure. We also give a new proof of the Central Limit Theorem for the norm cocycle under a second moment condition, originally due to Benoist-Quint, and obtain some general regularity results for stationary measures.
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