The Annals of Probability

Large deviation principle for random matrix products

Cagri Sert

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Abstract

Under a Zariski density assumption, we extend the classical theorem of Cramér on large deviations of sums of i.i.d. real random variables to random matrix products.

Article information

Source
Ann. Probab., Volume 47, Number 3 (2019), 1335-1377.

Dates
Received: April 2017
Revised: March 2018
First available in Project Euclid: 2 May 2019

Permanent link to this document
https://projecteuclid.org/euclid.aop/1556784021

Digital Object Identifier
doi:10.1214/18-AOP1285

Mathematical Reviews number (MathSciNet)
MR3945748

Zentralblatt MATH identifier
07067271

Subjects
Primary: 60F10: Large deviations 20P05: Probabilistic methods in group theory [See also 60Bxx]
Secondary: 22E46: Semisimple Lie groups and their representations

Keywords
Large deviation principle random matrix products reductive groups joint spectrum

Citation

Sert, Cagri. Large deviation principle for random matrix products. Ann. Probab. 47 (2019), no. 3, 1335--1377. doi:10.1214/18-AOP1285. https://projecteuclid.org/euclid.aop/1556784021


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