Random and mean Lyapunov exponents for $\operatorname {\mathrm {GL}}_n(\mathbb {R})

We consider orthogonally invariant probability measures on $\operatorname {\mathrm {GL}}_n(\mathbb {R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices with the Lyapunov exponents of random matrix products independently drawn with respect to the measure. We give a lowe...

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Bibliographic Details
Published inErgodic theory and dynamical systems Vol. 44; no. 8; pp. 2063 - 2079
Main Authors ARMENTANO, DIEGO, CHINTA, GAUTAM, SAHI, SIDDHARTHA, SHUB, MICHAEL
Format Journal Article
LanguageEnglish
Published Cambridge, UK Cambridge University Press 01.08.2024
Subjects
Original Article
37H15
spherical polynomials
Lyapunov exponents
random products
22E45
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Summary:We consider orthogonally invariant probability measures on $\operatorname {\mathrm {GL}}_n(\mathbb {R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices with the Lyapunov exponents of random matrix products independently drawn with respect to the measure. We give a lower bound for the former in terms of the latter. The results are motivated by Dedieu and Shub [On random and mean exponents for unitarily invariant probability measures on $\operatorname {\mathrm {GL}}_n(\mathbb {C})$ . Astérisque 287 (2003), xvii, 1–18]. A novel feature of our treatment is the use of the theory of spherical polynomials in the proof of our main result.
ISSN:0143-3857
1469-4417
DOI:10.1017/etds.2023.106