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Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry], 2008, Volume 4, Number 4, Pages 457–489
(Mi jmag109)
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This article is cited in 4 scientific papers (total in 4 papers)
On contraction properties for products of Markov driven random matrices
Y. Guivarc'h IRMAR CNRS Rennes I, Universite de Rennes I, Campus de Beaulieu, 35042 Rennes Cedex, France
Abstract:
We describe contraction properties on projective spaces for products of matrices governed by Markov chains which satisfy strong mixing conditions. Assuming that the subgroup generated by the corresponding matrices is “large” we show in particular that the top Lyapunov exponent of their product has multiplicity one and we give an exposition of the related results.
Key words and phrases:
Lyapunov exponent, Markov chain, martingale, spectral gap, proximal.
Received: 28.03.2008
Citation:
Y. Guivarc'h, “On contraction properties for products of Markov driven random matrices”, Zh. Mat. Fiz. Anal. Geom., 4:4 (2008), 457–489
Linking options:
https://www.mathnet.ru/eng/jmag109 https://www.mathnet.ru/eng/jmag/v4/i4/p457
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