Work

Large deviation principle for random matrix products

Year: 2017
Type: preprint
Abstract: Under a Zariski density assumption, we extend the classical theorem of Cramer on large deviations of sums of iid real random variables to random matrix products.
Author: Sert, Cagri
Language: English
Open Access status: green
OpenAlex ID: W2953200771
Cites: 14
Cited by: 1
Related to: 20