Products of Random Matrices: Dimension and Growth in Norm
نویسنده
چکیده
Suppose that X1, . . . , Xn, . . . , are independent, identically-distributed, rotationally invariant N×N matrices. Let Πn = Xn . . . X1. It is known that n −1 log ‖Πn‖ converges to a non-random limit. We prove that under certain additional assumptions on matrices Xi the speed of convergence to this limit does not decrease when the size of matrices, N, grows.
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