Abstract
Suppose that X1, …, Xn, … are i.i.d. rotationally invariant N-by-N matrices. Let Πn=Xn⋯X1. It is known that n−1log |Πn| converges to a nonrandom limit. We prove that under certain additional assumptions on matrices Xi the speed of convergence to this limit does not decrease when the size of matrices, N, grows.
Citation
Vladislav Kargin. "Products of random matrices: Dimension and growth in norm." Ann. Appl. Probab. 20 (3) 890 - 906, June 2010. https://doi.org/10.1214/09-AAP658
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