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arXiv · 2206.01091

Random and mean Lyapunov exponents for $\mathrm{GL}_n(\mathbb{R})$

Diego Armentano·Gautam Chinta·Siddhartha Sahi·Michael Shub
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Abstract

We consider orthogonally invariant probability measures on $\mathrm{GL}_n(\mathbb{R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices to the Lyapunov exponents of random matrix products independently drawn with respect to the measure. We give a lower bound for the former in terms of the latter. The results are motivated by Dedieu-Shub\cite{DS}. A novel feature of our treatment is the use of the theory of spherical polynomials in the proof of our main result.

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Diego Armentano, Gautam Chinta, Siddhartha Sahi, Michael Shub. 2022-06-02. Random and mean Lyapunov exponents for $\mathrm{GL}_n(\mathbb{R})$. https://arxiv.org/abs/2206.01091

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