Random 2D linear cocycles II: statistical properties
Consider the space of two dimensional random linear cocycles over a shift in finitely many symbols, with at least one singular and one invertible matrix. We provide an explicit formula for the unique stationary measure associated to such cocycles and establish a Furstenberg-type formula characterizing the Lyapunov exponent. Using the spectral properties of the corresponding Markov operator and a parameter elimination argument, we prove that Lebesgue almost every cocycle in this space satisfies large deviations estimates and a central limit theorem.
Publication Details
- Journal
- ArXiv.org
- Published
- 2025-04-30
- Primary Topic
- Random Matrices and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00