English

Limit laws for random matrix products

Dynamical Systems 2017-12-12 v1 Probability

Abstract

In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence (A_n)_nN(A\_n)\_{n\in \mathbb{N}} of d×dd\times d complex matrices whose mean AA exists and whose norms' means are bounded, the product (I_d+1nA_0)(I_d+1nA_n1)\left(I\_d + \frac1n A\_0 \right) \dots \left(I\_d + \frac1n A\_{n-1} \right) converges towards expA\exp{A}. We give a dynamical version of this result as well as an illustration with an example of "random walk" on horocycles of the hyperbolic disc.

Keywords

Cite

@article{arxiv.1712.03698,
  title  = {Limit laws for random matrix products},
  author = {Jordan Emme and Pascal Hubert},
  journal= {arXiv preprint arXiv:1712.03698},
  year   = {2017}
}
R2 v1 2026-06-22T23:13:58.932Z