arXiv · 1908.07469
Law of large numbers for the spectral radius of random matrix products
Abstract
We prove that the spectral radius of an i.i.d.\ random walk on $\GL_d(\C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption is supposed.
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Richard Aoun, Cagri Sert. 2019-08-20. Law of large numbers for the spectral radius of random matrix products. https://arxiv.org/abs/1908.07469
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