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Sert, Cagri

Large deviation principle for random matrix products. (English) Zbl 1466.60063

Ann. Probab. 47, No. 3, 1335-1377 (2019).
Summary: Under a Zariski density assumption, we extend the classical theorem of Cramér on large deviations of sums of i.i.d. real random variables to random matrix products.

Cited in 10 Documents

MSC:

60F10 Large deviations
20P05 Probabilistic methods in group theory
22E46 Semisimple Lie groups and their representations

Keywords:

large deviation principle; random matrix products; reductive groups; joint spectrum
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References:

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