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Law of large numbers for the spectral radius of random matrix products
- American Journal of Mathematics
- Johns Hopkins University Press
- Volume 143, Number 3, June 2021
- pp. 995-1010
- 10.1353/ajm.2021.0025
- Article
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abstract:
We prove that the spectral radius of an i.i.d. random walk on ${\rm GL}_d(\Bbb{C})$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption is supposed.