On Transfer Operators for Markovian Products of Invertible Random Matrices
Probability
2020-01-22 v1 Dynamical Systems
Abstract
In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral property which draws a connection between the top Lyapunov exponent associated to the random matrix product problem and the spectrum of the corresponding Markovian transfer operator.
Keywords
Cite
@article{arxiv.2001.06865,
title = {On Transfer Operators for Markovian Products of Invertible Random Matrices},
author = {Fan Wang and David Steinsaltz},
journal= {arXiv preprint arXiv:2001.06865},
year = {2020}
}