Limit laws for random matrix products
Dynamical Systems
2017-12-12 v1 Probability
Abstract
In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence of complex matrices whose mean exists and whose norms' means are bounded, the product converges towards . We give a dynamical version of this result as well as an illustration with an example of "random walk" on horocycles of the hyperbolic disc.
Cite
@article{arxiv.1712.03698,
title = {Limit laws for random matrix products},
author = {Jordan Emme and Pascal Hubert},
journal= {arXiv preprint arXiv:1712.03698},
year = {2017}
}