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arXiv · 2001.06865

On Transfer Operators for Markovian Products of Invertible Random Matrices

Fan Wang·David Steinsaltz
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Abstract

In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral property which draws a connection between the top Lyapunov exponent associated to the random matrix product problem and the spectrum of the corresponding Markovian transfer operator.

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Fan Wang, David Steinsaltz. 2020-01-19. On Transfer Operators for Markovian Products of Invertible Random Matrices. https://arxiv.org/abs/2001.06865

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