随机矩阵乘积的谱半径的Law of large numbers
Law of large numbers for the spectral radius of random matrix products
摘要:
我们证明了一个独立同分布的谱线的谱半径$\GL_d(\C)$上的随机游动在有限二阶矩假设下满足强大数律,在有限一阶矩假设下满足弱大数律.不存在不可约化的假设。
英文摘要:
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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