Date: Friday, March 29, 2013
Location: B 844 (4:00 PM to 5:00 PM)
Title: Products of random matrices: Lyapunov exponents and stationary measures
Abstract: In these three talks we shall focus on asymptotic characteristics of products of random i.i.d. matrices, that can be viewed as random walks on matrix groups. Writing the random product in the polar form (KAK decomposition) the behavior of the A-component is described by the Lyapunov exponents, and the distribution of the K-part by the stationary measure. These notions will be introduced in the first lecture.
Speaker: Alex Furman
Institution: UIC
Event Organizer: Spatzier
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