Non-stationary version of Furstenberg Theorem on random matrix products
Dynamical Systems
2023-04-21 v2 Probability
Abstract
We prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that can be considered as a matrix version of the law of large numbers). Namely, under a suitable genericity conditions the sequence of norms of random products of independent but not necessarily identically distributed matrices grow exponentially fast, and there exists a non-random sequence that almost surely describes asymptotical behaviour of that sequence.
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Cite
@article{arxiv.2210.03805,
title = {Non-stationary version of Furstenberg Theorem on random matrix products},
author = {Anton Gorodetski and Victor Kleptsyn},
journal= {arXiv preprint arXiv:2210.03805},
year = {2023}
}
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33 pages