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arXiv 1908.07469math.DSmath.PR
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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

Richard Aoun, Cagri Sert

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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