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arXiv · 2509.18944

Easy estimates of Lyapunov exponents for random products of matrices

Nadya Nabahi·Vladimir Shpilrain
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Abstract

The problems that we consider in this paper are as follows. Let $A_1, \ldots, A_k$ be square matrices (over reals). Let $W=w(A_1, \ldots, A_k)$ be a random product of $n$ matrices. What is the expected growth rate of the largest (in the absolute value) entry in such a random product? What is the (maximal) Lyapunov exponent for a random matrix product like that? We give an answer to the first question under some mild restrictions on the entries of $A_i$. For the second question, we offer a very simple and efficient method to produce an upper bound on the Lyapunov exponent.

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Nadya Nabahi, Vladimir Shpilrain. 2025-09-23. Easy estimates of Lyapunov exponents for random products of matrices. https://arxiv.org/abs/2509.18944

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