Products of random matrices: Dimension and growth in norm

preprint2010arXivOpen access

Abstract

Suppose that X1,.˙.,Xn,.˙.X_1,\...,X_n,\... are i.i.d. rotationally invariant NN-by-NN matrices. Let Πn=Xn.˙.X1Π_n=X_n\... X_1. It is known that n−1log⁡∣Πn∣n^{-1}\log |Π_n| converges to a nonrandom limit. We prove that under certain additional assumptions on matrices XiX_i the speed of convergence to this limit does not decrease when the size of matrices, NN, grows.

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