{
  "id": "2008.11050",
  "version": "v1",
  "published": "2020-08-25T14:25:46.000Z",
  "updated": "2020-08-25T14:25:46.000Z",
  "title": "Exponential growth of products of non-stationary Markov-dependent matrices",
  "authors": [
    "Ilya Goldsheid"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "Let $(\\xi_j)_{j\\ge1} $, be a non-stationary Markov chain with phase space $X$ and let $\\mathfrak{g}_j:\\,X\\mapsto\\mathrm{SL}(m,\\mathbb{R})$ be a sequence of functions on $X$ with values in the unimodular group. Set $g_j=\\mathfrak{g}_j(\\xi_j)$ and denote by $S_n=g_n\\ldots g_1$, the product of the matrices $g_j$. We provide sufficient conditions for exponential growth of the norm $\\|S_n\\|$ when the Markov chain is not supposed to be stationary. This generalizes the classical theorem of Furstenberg on the exponential growth of products of independent identically distributed matrices as well as its extension by Virtser to products of stationary Markov-dependent matrices.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-08-25T14:25:46.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "exponential growth",
      "non-stationary markov-dependent matrices",
      "non-stationary markov chain",
      "unimodular group",
      "phase space"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}