English

Random matrix products when the top Lyapunov exponent is simple

Dynamical Systems 2020-06-17 v4 Group Theory Probability

Abstract

In the present paper, we treat random matrix products on the general linear group GL(V)\textrm{GL}(V), where VV is a vector space defined on any local field, when the top Lyapunov exponent is simple, without irreducibility assumption. In particular, we show the existence and uniqueness of the stationary measure ν\nu on P(V)\textrm{P}(V) that is relative to the top Lyapunov exponent and we describe the projective subspace generated by its support. We observe that the dynamics takes place in a open set of P(V)\textrm{P}(V) which has the structure of a skew product space. Then, we relate this support to the limit set of the semi-group TμT_{\mu} of GL(V)\textrm{GL}(V) generated by the random walk. Moreover, we show that ν\nu has H\"older regularity and give some limit theorems concerning the behavior of the random walk and the probability of hitting a hyperplane. These results generalize known ones when TμT_{\mu} acts strongly irreducibly and proximally (i-p to abbreviate) on VV. In particular, when applied to the affine group in the so-called contracting case or more generally when the Zariski closure of TμT_{\mu} is not necessarily reductive, the H\"older regularity of the stationary measure together with the description of the limit set are new. We mention that we don't use results from the i-p setting; rather we see it as a particular case.

Keywords

Cite

@article{arxiv.1705.09593,
  title  = {Random matrix products when the top Lyapunov exponent is simple},
  author = {Richard Aoun and Yves Guivarc'h},
  journal= {arXiv preprint arXiv:1705.09593},
  year   = {2020}
}

Comments

39 pages, 3 figures Final version

R2 v1 2026-06-22T20:00:11.206Z