Products of $2 \times 2$ Random Matrices
Mannion, David
Ann. Appl. Probab., Tome 3 (1993) no. 4, p. 1189-1218 / Harvested from Project Euclid
The notion of the shape of a triangle can be used to define the shape of a $2 \times 2$ real matrix; we find that the shape of a matrix retains just the right amount of information required for determining the main features of the asymptotic behaviour, as $n\rightarrow\infty$, of $\mathbf{G}_n\mathbf{G}_{n-1}\cdots\mathbf{G}_1$, where the $\mathbf{G}_i$ are i.i.d. copies of a $2 \times 2$ random matrix $\mathbf{G}$. An alternative formula to the Furstenberg formula is proposed for the upper Lyapounov exponent of the probability distribution of $\mathbf{G}$. We find that in some cases, using our formula, the Lyapounov exponent is more susceptible to explicit calculation.
Publié le : 1993-11-14
Classification:  Contracting subsets of $\mathrm{Gl}(n, \mathbb{R})$,  Lyapounov exponent,  products of random matrices,  shape,  60D05,  60J15
@article{1177005279,
     author = {Mannion, David},
     title = {Products of $2 \times 2$ Random Matrices},
     journal = {Ann. Appl. Probab.},
     volume = {3},
     number = {4},
     year = {1993},
     pages = { 1189-1218},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177005279}
}
Mannion, David. Products of $2 \times 2$ Random Matrices. Ann. Appl. Probab., Tome 3 (1993) no. 4, pp.  1189-1218. http://gdmltest.u-ga.fr/item/1177005279/