English

Ergodic behavior of products of random positive operators

Probability 2025-02-07 v2

Abstract

This article is devoted to the study of products of random operators of the form M0,n=M0Mn1M_{0,n}=M_0\cdots M_{n-1}, where (Mn)nN(M_{n})_{n\in\mathbb{N}} is an ergodic sequence of positive operators on the space of signed measures on a space X\mathbb{X}. Under suitable conditions, in particular, a Doeblin-type minoration suited for non conservative operators, we obtain asymptotic results of the form μM0,nμ(h~)rnπn, \mu M_{0,n} \simeq \mu(\tilde{h}) r_n \pi_n, where h~\tilde{h} is a random bounded function, (rn)n0(r_n)_{n\geq 0} is a random non negative sequence and πn\pi_n is a random probability measure on X\mathbb{X}. Moreover, h~\tilde{h}, (rn)(r_n) and πn\pi_n do not depend on the choice of the measure μ\mu. We prove additionally that n1log(rn)n^{-1} \log (r_n) converges almost surely to the Lyapunov exponent λ\lambda of the process (M0,n)n0(M_{0,n})_{n\geq 0} and that the sequence of random probability measures (πn)(\pi_n) converges weakly towards a random probability measure. These results are analogous to previous estimates from Hennion in the case of d×dd\times d matrices, that were obtained with different techniques, based on a projective contraction in Hilbert distance. In the case where the sequence (Mn)(M_n) is i.i.d, we additionally exhibit an expression of the Lyapunov exponent λ\lambda as an integral with respect to the weak limit of the sequence of random probability measures (πn)(\pi_n) and exhibit an oscillation behavior of rnr_n when λ=0\lambda=0. We provide a detailed comparison of our assumptions with the ones of Hennion and present some example of applications of our results, in particular in the field of population dynamics.

Keywords

Cite

@article{arxiv.2312.12088,
  title  = {Ergodic behavior of products of random positive operators},
  author = {Maxime Ligonnière},
  journal= {arXiv preprint arXiv:2312.12088},
  year   = {2025}
}

Comments

43 pages. Comments and remarks are welcome !