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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 2, Pages 361–370
(Mi tvp2868)
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This article is cited in 31 scientific papers (total in 31 papers)
On the products of random matrices and operators
A. D. Vircer Moscow
Abstract:
Let $\xi_1,\xi_2,\dots$ be a stationary ergodic Markovian process on a measurable space $\Xi$ and $X$ be a measurable mapping of $\Xi$ into the group $SL(m,R)$. We prove that, under some conditions, the norm of the product
$$
X(\xi_1)X(\xi_2)\dots X(\xi_n)
$$
of random unimodular matrices grows exponentially with probability 1 (Theorem 1). The proof is based on some facts from the theory of unitary representations of the group $SL(m,R)$ and on the theorem on the exponential decrease of the mean of the product of random unitary operators on a separable Hilbert space (Theorem 2).
Received: 10.01.1977
Citation:
A. D. Vircer, “On the products of random matrices and operators”, Teor. Veroyatnost. i Primenen., 24:2 (1979), 361–370; Theory Probab. Appl., 24:2 (1979), 367–377
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https://www.mathnet.ru/eng/tvp2868 https://www.mathnet.ru/eng/tvp/v24/i2/p361
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Abstract page: | 255 | Full-text PDF : | 121 |
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