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Richard Aoun

Publications and source records attributed to Richard Aoun.

13 recordsLinked to original sources

Random free semigroups of affine groups

We investigate random freeness of semigroups in the solvable non-virtually nilpotent setting. We focus on a correlated affine model, namely semigroups generated by the two components of a finitely supported random walk $L_n=(L_{n,1},L_{n,2})$ on $\operatorname{Aff}(K)^2$ whose two components share a common linear part. In this model, we show that the long-term behavior of freeness is completely governed by an abelian shadow, namely the projected random walk on the multiplicative group $A\subset K^\times$ generated by the common multipliers. If this walk is transient, then {the semigroup} $\langle L_{n,1},L_{n,2}\rangle_+$ is eventually free almost surely. If it is recurrent, then freeness does not stabilize: the set of non-free times is almost surely infinite, yet has almost sure density zero. Moreover, the obstructions to freeness depends solely on the common linear part and admits an explicit arithmetic description in terms of roots of Littlewood polynomials. The proof combines a local contraction theorem for affine random walks over arbitrary local fields, developed in the appendix and related to the theory of critical affine random walks, with a ping-pong argument played at a time-dependent place.

math.PR

Recurrence of multidimensional affine recursions in the critical case

We prove, under different natural hypotheses, that the random multidimensional affine recursion $X_n=A_nX_{n-1}+B_n\in\mathbb{R}^d, n \geq 1$, is recurrent in the critical case. In particular we cover the cases where the matrices $A_n$ are similarities, invertible, rank 1 or with non negative coefficients. These results are a consequence of a criterion of recurrence for a large class of affine recursions on $\mathbb R^d$, based on some moment assumptions of the so-called ``reverse norm control random variable".

math.PR

Stationary probability measures on projective spaces 2: the critical case

In a previous article, given a finite-dimensional real vector space $V$ and a probability measure $μ$ on $\operatorname{PGL}(V)$ with finite first moment, we gave a description of all $μ$-stationary probability measures on the projective space $\operatorname{P}(V)$ in the non-critical (or Lyapunov dominated) case. In the current article, we complete the analysis by providing a full description of the more subtle critical case. Our results demonstrate an algebraic rigidity in this situation. Combining our results with those of Furstenberg--Kifer ('83), Guivarch--Raugi ('07) $\&$ Benoist--Quint ('14), we deduce a classification of all stationary probability measures on the projective space for i.i.d random matrix products with finite first moment without any algebraic assumption.

math.DS

Stationary probability measures on projective spaces for block-Lyapunov dominated systems

Given a finite-dimensional real vector space $V$, a probability measure $μ$ on $\operatorname{PGL}(V)$ and a $μ$-invariant subspace $W$, under a block-Lyapunov contraction assumption, we prove existence and uniqueness of lifts to $P(V)\setminus P(W)$ of stationary probability measures on the quotient $P(V/W)$. In the other direction, i.e. under block-Lyapunov expansion, we prove that stationary measures on $P(V/W)$ have lifts if any only if the group generated by the support of $μ$ stabilizes a subspace $W'$ not contained in $W$ and exhibiting a faster growth than on $W \cap W'$. These refine the description of stationary probability measures on projective spaces as given by Furstenberg, Kifer and Hennion, and under the same assumptions, extend corresponding results by Aoun, Benoist, Bruère, Guivarc'h, and others.

math.DS

Random walks on hyperbolic spaces: second order expansion of the rate function at the drift

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $μ$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability measure $μ$. Supposing that $μ$ has finite exponential moment, we give a second-order Taylor expansion of the large deviation rate function of the sequence $\frac{1}{n}d(z_n,o)$ and show that the corresponding coefficient is expressed by the variance in the central limit theorem satisfied by the sequence $d(z_n,o)$. This provides a positive answer to a question raised in \cite{BMSS}. The proof relies on the study of the Laplace transform of $d(z_n,o)$ at the origin using a martingale decomposition first introduced by Benoist--Quint together with an exponential submartingale transform and large deviation estimates for the quadratic variation process of certain martingales.

math.PR

Random walks on hyperbolic spaces: Concentration inequalities and probabilistic Tits alternative

The goal of this article is two-fold: in a first part, we prove Azuma-Hoeffding type concentration inequalities around the drift for the displacement of non-elementary random walks on hyperbolic spaces. For a proper hyperbolic space $M$, we obtain explicit bounds that depend only on $M$, the size of support of the measure as in the classical case of sums of independent random variables, and on the norm of the driving probability measure in the left regular representation of the group of isometries. We obtain uniform bounds in the case of hyperbolic groups and effective bounds for simple linear groups of rank-one. In a second part, using our concentration inequalities, we give quantitative finite-time estimates on the probability that two independent random walks on the isometry group of a hyperbolic space generate a free non-abelian subgroup. Our concentration results follow from a more general, but less explicit statement that we prove for cocycles which satisfy a certain cohomological equation. For example, this also allows us to obtain subgaussian concentration bounds around the top Lyapunov exponent of random matrix products in arbitrary dimension.

math.PR

Random matrix products when the top Lyapunov exponent is simple

In the present paper, we treat random matrix products on the general linear group $\textrm{GL}(V)$, where $V$ is a vector space defined on any local field, when the top Lyapunov exponent is simple, without irreducibility assumption. In particular, we show the existence and uniqueness of the stationary measure $ν$ on $\textrm{P}(V)$ that is relative to the top Lyapunov exponent and we describe the projective subspace generated by its support. We observe that the dynamics takes place in a open set of $\textrm{P}(V)$ which has the structure of a skew product space. Then, we relate this support to the limit set of the semi-group $T_μ$ of $\textrm{GL}(V)$ generated by the random walk. Moreover, we show that $ν$ has Hölder regularity and give some limit theorems concerning the behavior of the random walk and the probability of hitting a hyperplane. These results generalize known ones when $T_μ$ acts strongly irreducibly and proximally (i-p to abbreviate) on $V$. In particular, when applied to the affine group in the so-called contracting case or more generally when the Zariski closure of $T_μ$ is not necessarily reductive, the Hölder regularity of the stationary measure together with the description of the limit set are new. We mention that we don't use results from the i-p setting; rather we see it as a particular case.

math.DS

The central limit theorem for eigenvalues

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order two moment assumption.

math.PR

Matrix Poincaré inequalities and concentration

We show that any probability measure satisfying a Matrix Poincaré inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequality depending on the associated matrix carré du champ operator. This extends to the matrix setting a classical phenomenon in the scalar case. Moreover, the proof gives rise to new matrix trace inequalities which could be of independent interest. We then apply this general fact by establishing matrix Poincaré inequalities to derive matrix concentration inequalities for Gaussian measures, product measures and for Strong Rayleigh measures. The latter represents the first instance of matrix concentration for general matrix functions of negatively dependent random variables.

math.PR

Comptage probabiliste sur la frontière de Furstenberg

Let $G$ be a real linear semisimple algebraic group without compact factors and $Γ$ a Zariski dense subgroup of $G$. In this paper, we use a probabilistic counting in order to study the asymptotic properties of $Γ$ acting on the Furstenberg boundary of $G$. First, we show that the $K$ components of the elements of $Γ$ in the KAK decomposition of $G$ become asymptotically independent. This result is an analog of a result of Gorodnik-Oh in the context of the Archimedean counting. Then, we give a new proof of a result of Guivarc'h concerning the positivity of the Hausdorff dimension of the unique stationary probability measure on the Furstenberg Boundary of $G$. Finally, we show how these results can be combined to give a probabilistic proof of the Tit's alternative; namely that two independent random walks on $Γ$ will eventually generate a free subgroup. This result answered a question of Guivarc'h and was published earlier by the author. Since we're working with the field of real numbers, we give here a more direct proof and a more general statement.

math.GR

Transience of algebraic varieties in linear groups and application to generic Zariski density

We study the transience of algebraic varieties in linear groups. In particular, we show that a "non elementary" random walk in SL_2(R) escapes exponentially fast from every proper algebraic subvariety. We also treat the case where the random walk is on the real points of a semi-simple split algebraic group and show such a result for a wide family of random walks. As an application, we prove that generic subgroups (in some sense) of linear groups are Zariski dense.

math.GR

Random subgroups of linear groups are free

We show that on an arbitrary finitely generated non virtually solvable linear group, any two independent random walks will eventually generate a free subgroup. In fact, this will hold for an exponential number of independent random walks.

math.GR