On the Simplicity of the Lyapunov Spectrum of Products of Random Matrices

Assuming that the underlying probability space is non-atomic we prove that products of random matrices (linear cocycles) with simple Lyapunov spectrum form an L p-dense set (1 p < 1) in the space of all cocy-cles satisfying the integrability conditions of the multiplicative ergodic theorem. However, the linear cocycles with one-point spectrum are also L p-dense. Further, in any L 1-neighborhood of an orthogonal cocycle there is a diagonalizable cocycle. For products of independent identically distributed random matrices (with distribution), simplicity of the Lyapunov spectrum holds on a set of 's which is open and dense in both the topology of total variation and the topology of weak convergence, hence is generic in both topologies. For products of matrices which form a Markov chain, the spectrum is simple on a set of transition functions dense in the topology of weak convergence.