LARGE DEVIATION PRINCIPLE FOR RANDOM MATRIX PRODUCTS

• 成果类型: Article
• 署名作者: Sert, Cagri
• 署名单位: Swiss Federal Institutes of Technology Domain; ETH Zurich
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/18-AOP1285
• 发表日期: 2019
• 页码: 1335-1377
• 关键词: SUBGROUPS; spectrum

摘要

Under a Zariski density assumption, we extend the classical theorem of Cramer on large deviations of sums of i.i.d. real random variables to random matrix products.