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Pré-Publication, Document De Travail Année : 2022

Non-stationary version of Furstenberg Theorem on random matrix products

Résumé

We prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that can be considered as a matrix version of the law of large numbers). Namely, under a suitable genericity conditions the sequence of norms of random products of independent but not necessarily identically distributed $SL(d, \mathbb{R})$ matrices grow exponentially fast, and there exists a non-random sequence that almost surely describes asymptotical behaviour of that sequence.

Dates et versions

hal-03836234 , version 1 (01-11-2022)

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Anton Gorodetski, Victor Kleptsyn. Non-stationary version of Furstenberg Theorem on random matrix products. 2022. ⟨hal-03836234⟩
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