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.
Citation
Cagri Sert. "Large deviation principle for random matrix products." Ann. Probab. 47 (3) 1335 - 1377, May 2019. https://doi.org/10.1214/18-AOP1285
Information
Received: 1 April 2017; Revised: 1 March 2018; Published: May 2019
First available in Project Euclid: 2 May 2019
zbMATH: 07067271
MathSciNet: MR3945748
Digital Object Identifier: 10.1214/18-AOP1285
Subjects:
Primary:
20P05
,
60F10
Secondary:
22E46
Keywords:
joint spectrum
,
large deviation principle
,
random matrix products
,
reductive groups
Rights: Copyright © 2019 Institute of Mathematical Statistics
