Law of large numbers for the spectral radius of random matrix products


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Date

2021-06

Publication Type

Journal Article

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yes

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Abstract

We prove that the spectral radius of an i.i.d. random walk on GLd(C) satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption is supposed. © 2021 by Johns Hopkins University Press

Publication status

published

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Volume

143 (3)

Pages / Article No.

995 - 1010

Publisher

Johns Hopkins University Press

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Edition / version

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Organisational unit

03826 - Einsiedler, Manfred L. / Einsiedler, Manfred L. check_circle

Notes

Funding

178958 - Dynamics on homogeneous spaces and number theory (SNF)

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