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JOURNALS // Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry] // Archive

Zh. Mat. Fiz. Anal. Geom., 2008 Volume 4, Number 4, Pages 457–489 (Mi jmag109)

This article is cited in 4 papers

On contraction properties for products of Markov driven random matrices

Y. Guivarc'h

IRMAR CNRS Rennes I, Universite de Rennes I, Campus de Beaulieu, 35042 Rennes Cedex, France

Abstract: We describe contraction properties on projective spaces for products of matrices governed by Markov chains which satisfy strong mixing conditions. Assuming that the subgroup generated by the corresponding matrices is “large” we show in particular that the top Lyapunov exponent of their product has multiplicity one and we give an exposition of the related results.

Key words and phrases: Lyapunov exponent, Markov chain, martingale, spectral gap, proximal.

MSC: 37XX, 22D40, 60BXX, 82B44

Received: 28.03.2008

Language: English



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