arXiv · 1704.00615
Large deviation principle for random matrix products
Abstract
Under a Zariski density assumption, we extend the classical theorem of Cramer on large deviations of sums of iid real random variables to random matrix products.
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Cagri Sert. 2017-04-03. Large deviation principle for random matrix products. https://arxiv.org/abs/1704.00615
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