{ "id": "1705.09593", "version": "v1", "published": "2017-05-26T14:25:13.000Z", "updated": "2017-05-26T14:25:13.000Z", "title": "Random matrix products when the top Lyapunov exponent is simple", "authors": [ "Richard Aoun", "Yves Guivarc'h" ], "comment": "28 pages, 1 figure", "categories": [ "math.DS", "math.GR", "math.PR" ], "abstract": "In the present paper, we treat random matrix products on the general linear group $GL(V)$, where $V$ 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 $\\nu$ on $P(V)$ that is relative to the top Lyapunov exponent and we describe the projective subspace generated by its support. Then, we relate this support to the limit set of the semi-group $T_{\\mu}$ of $GL(V)$ generated by the random walk. Moreover, we show that $\\nu$ has H\\\"older regularity and give some limit theorems concerning the behavior of the random walks: exponential convergence in direction, large deviation estimates of the probability of hitting an hyperplane. These results generalize known ones when $T_{\\mu}$ acts strongly irreducibly and proximally (i-p to abbreviate) on $V$. In particular, when applied to the affine group in the so-called contracting case, 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.", "revisions": [ { "version": "v1", "updated": "2017-05-26T14:25:13.000Z" } ], "analyses": { "keywords": [ "lyapunov exponent", "limit set", "random walk", "stationary measure", "treat random matrix products" ], "note": { "typesetting": "TeX", "pages": 28, "language": "en", "license": "arXiv", "status": "editable" } } }