论文标题
在随机矩阵产品上的furstenberg定理的非平稳版本
Non-stationary version of Furstenberg Theorem on random matrix products
论文作者
论文摘要
我们证明了furstenberg定理在随机矩阵产品上的非平稳类似物(可以将其视为大数字定律的矩阵版本)。也就是说,在适当的通用条件下,独立但不一定分布的$ \ sl(d,\ mathbb {r})$矩阵的序列呈指数迅速生长,并且几乎肯定地描述了该序列的非随意行为。
We prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that can be considered as a matrix version of the law of large numbers). Namely, under a suitable genericity conditions the sequence of norms of random products of independent but not necessarily identically distributed $\SL(d, \mathbb{R})$ matrices grow exponentially fast, and there exists a non-random sequence that almost surely describes asymptotical behaviour of that sequence.