Stable laws and products of positive random matrices
Probability
2008-01-25 v1 Functional Analysis
Abstract
Let be the multiplicative semigroup of matrices with positive entries such that every row and every column contains a strictly positive element. Denote by a sequence of independent identically distributed random variables in and by , , the associated left random walk on . We assume that verifies the contraction property , where is the subset of all matrices which have strictly positive entries. We state conditions on the distribution of the random matrix which ensure that the logarithms of the entries, of the norm, and of the spectral radius of the products , , are in the domain of attraction of a stable law.
Cite
@article{arxiv.0801.3780,
title = {Stable laws and products of positive random matrices},
author = {Hubert Hennion and Loic Hervé},
journal= {arXiv preprint arXiv:0801.3780},
year = {2008}
}
Comments
14 pages. To appear in Journal of Theoretical Probability