Related papers: Random and mean Lyapunov exponents for $\mathrm{GL…
The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing scenarios where the Lyapunov exponent is strictly positive is a fundamental challenge that is relevant in many applications. In this work we…
Given an i.i.d. sequence $\{A_n(\omega)\}_{n\ge 1}$ of invertible matrices and a random matrix $B(\omega)$, we consider the random matrix sequences inductively defined by $S_n(\omega) = A_n(\omega)S_{n-1}(\omega)$ and $T_n(\omega) =…
Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite…
We consider products of matrices of the form $A_n=O_n+\epsilon N_n$ where $O_n$ is a sequence of $d\times d$ orthogonal matrices and $N_n$ has independent standard normal entries and the $(N_n)$ are mutually independent. We study the…
For $m$ given square matrices $A_0, A_1, \cdots, A_{m-1}$ ($m\ge 2$), one of which is assumed to be of rank $1$, and for a given sequence $(\omega_n)$ in $\{0,1, \cdots, m-1\}^\mathbb{N}$, the following limit, if it exists,…
We prove an elementary formula about the average expansion of certain products of 2 by 2 matrices. This permits us to quickly re-obtain an inequality by M. Herman and a theorem by Dedieu and Shub, both concerning Lyapunov exponents. Indeed,…
We prove that if $\mu$ is a finitely supported measure on $\text{SL}_2(\mathbb{R})$ with positive Lyapunov exponent but not uniformly hyperbolic, then the Lyapunov exponent function is not $\alpha$-H\"older around $\mu$ for any $\alpha$…
We establish (i) stability of Lyapunov exponents and (ii) convergence in probability of Oseledets spaces for semi-invertible matrix cocycles, subjected to small random perturbations. The first part extends results of Ledrappier and Young to…
The problems that we consider in this paper are as follows. Let $A_1, \ldots, A_k$ be square matrices (over reals). Let $W=w(A_1, \ldots, A_k)$ be a random product of $n$ matrices. What is the expected absolute value of the largest (in the…
Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…
In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…
It follows from Oseledec Multiplicative Ergodic Theorem that the Lyapunov-irregular set of points for which the Oseledec averages of a given continuous cocycle diverge has zero measure with respect to any invariant probability measure. In…
Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…
The theory of products of random matrices and Lyapunov exponents have been widely studied and applied in the fields of biology, dynamical systems, economics, engineering and statistical physics. We consider the product of an i.i.d. sequence…
Let ${\bf M}=(M_1,\ldots, M_k)$ be a tuple of real $d\times d$ matrices. Under certain irreducibility assumptions, we give checkable criteria for deciding whether ${\bf M}$ possesses the following property: there exist two constants…
We consider a finite family of invertible $2 \times 2$ real matrices and a transitive Markov shift on the index set. Let $\lambda$ be the top Lyapunov exponent for random matrix products driven by the Markov shift. We prove that, if the…
We study the singular values and Lyapunov exponents of non-stationary random matrix products subject to small, absolutely continuous, additive noise. Consider a fixed sequence of matrices of bounded norm. Independently perturb the matrices…
A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…