2016/07/11 by Nguyen, Hoi H. · 1 citation
#Combinatorics (math.CO) #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.1607.03172
Suppose that A1,…, AN are independent random matrices whose atoms are iid copies of a random variable ξof mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when ξis gaussian then N-1 log ||AN … A1|| converges to a non-random limit. We extend this result to more general matrices with explicit rate of convergence. Our method relies on a simple connection between structures and dynamics.