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Main Author: Péneau, Axel
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2408.11474
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author Péneau, Axel
author_facet Péneau, Axel
contents Let $ ν$ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ ν$ is proximal, strongly irreducible and that $ ν^{*n}\{0\}=0 $ for all integers $ n\in\mathbb{N} $. We consider the random sequence $ \overlineγ_n := γ_0 \cdots γ_{n-1} $ for $ (γ_k)_{k \ge 0} $ independents of distribution law $ ν$. We define the logarithmic singular gap as $ \mathrm{sqz} = \log\left( \frac{μ_1}{μ_2} \right) $ , where $ μ_1 $ and $ μ_2 $ are the two largest singular values. We show that $ (\mathrm{sqz}(\overlineγ_n))_{n\in\mathbb{N}} $ escapes to infinity linearly and satisfies exponential large deviations estimates below its escape rate. With the same assumptions, we also show that the image of a generic line by $ \overlineγ_n $ as well as its eigenspace of maximal eigenvalue both converge to the same random line $l_\infty $ at an exponential speed.If we moreover assume that the push-forward distribution $N(ν)$ is $ \mathrm{L}^p $ for $ N:g\mapsto\log\left(\|g\|\|g^{-1}\|\right) $ and for some $ p\ge 1 $, then we show that $ \log|w(l_\infty)| $ is $ \mathrm{L}^p $ for all unitary linear form $ w $ and the logarithm of each coefficient of $ \overlineγ_n $ is almost surely equivalent to the logarithm of the norm. To prove these results, we do not rely on any classical results for random products of invertible matrices with $ \mathrm{L}^1 $ moment assumption. Instead we describe an effective way to group the i.i.d factors into i.i.d random words that are aligned in the Cartan projection. We moreover have an explicit control over the moments.
format Preprint
id arxiv_https___arxiv_org_abs_2408_11474
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Limit theorems for a strongly irreducible product of independent random matrices under optimal moment assumptions
Péneau, Axel
Probability
Let $ ν$ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ ν$ is proximal, strongly irreducible and that $ ν^{*n}\{0\}=0 $ for all integers $ n\in\mathbb{N} $. We consider the random sequence $ \overlineγ_n := γ_0 \cdots γ_{n-1} $ for $ (γ_k)_{k \ge 0} $ independents of distribution law $ ν$. We define the logarithmic singular gap as $ \mathrm{sqz} = \log\left( \frac{μ_1}{μ_2} \right) $ , where $ μ_1 $ and $ μ_2 $ are the two largest singular values. We show that $ (\mathrm{sqz}(\overlineγ_n))_{n\in\mathbb{N}} $ escapes to infinity linearly and satisfies exponential large deviations estimates below its escape rate. With the same assumptions, we also show that the image of a generic line by $ \overlineγ_n $ as well as its eigenspace of maximal eigenvalue both converge to the same random line $l_\infty $ at an exponential speed.If we moreover assume that the push-forward distribution $N(ν)$ is $ \mathrm{L}^p $ for $ N:g\mapsto\log\left(\|g\|\|g^{-1}\|\right) $ and for some $ p\ge 1 $, then we show that $ \log|w(l_\infty)| $ is $ \mathrm{L}^p $ for all unitary linear form $ w $ and the logarithm of each coefficient of $ \overlineγ_n $ is almost surely equivalent to the logarithm of the norm. To prove these results, we do not rely on any classical results for random products of invertible matrices with $ \mathrm{L}^1 $ moment assumption. Instead we describe an effective way to group the i.i.d factors into i.i.d random words that are aligned in the Cartan projection. We moreover have an explicit control over the moments.
title Limit theorems for a strongly irreducible product of independent random matrices under optimal moment assumptions
topic Probability
url https://arxiv.org/abs/2408.11474