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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 \SL(d,R)\SL(d, \mathbb{R}) 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