Large deviation principle for random matrix products
Probability
2018-09-05 v2 Dynamical Systems
Group Theory
Abstract
Under a Zariski density assumption, we extend the classical theorem of Cramer on large deviations of sums of iid real random variables to random matrix products.
Keywords
Cite
@article{arxiv.1704.00615,
title = {Large deviation principle for random matrix products},
author = {Cagri Sert},
journal= {arXiv preprint arXiv:1704.00615},
year = {2018}
}
Comments
Typos corrected and references updated. To appear in Annals of Probability