Ergodic behavior of products of random positive operators
Abstract
This article is devoted to the study of products of random operators of the form , where is an ergodic sequence of positive operators on the space of signed measures on a space . Under suitable conditions, in particular, a Doeblin-type minoration suited for non conservative operators, we obtain asymptotic results of the form where is a random bounded function, is a random non negative sequence and is a random probability measure on . Moreover, , and do not depend on the choice of the measure . We prove additionally that converges almost surely to the Lyapunov exponent of the process and that the sequence of random probability measures converges weakly towards a random probability measure. These results are analogous to previous estimates from Hennion in the case of matrices, that were obtained with different techniques, based on a projective contraction in Hilbert distance. In the case where the sequence is i.i.d, we additionally exhibit an expression of the Lyapunov exponent as an integral with respect to the weak limit of the sequence of random probability measures and exhibit an oscillation behavior of when . 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 !