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arxiv: 1712.03698 · v1 · pith:DKMIW4HBnew · submitted 2017-12-11 · 🧮 math.DS · math.PR

Limit laws for random matrix products

classification 🧮 math.DS math.PR
keywords frac1nleftmatricesproductrandomrightwhosebehaviour
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In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence $(A\_n)\_{n\in \mathbb{N}}$ of $d\times d$ complex matrices whose mean $A$ exists and whose norms' means are bounded, the product $\left(I\_d + \frac1n A\_0 \right) \dots \left(I\_d + \frac1n A\_{n-1} \right) $ converges towards $\exp{A}$. 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.

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