数学
可逆矩阵
李雅普诺夫指数
对角线的
随机矩阵
不变测度
度量(数据仓库)
数学分析
摄动(天文学)
不变(物理)
基质(化学分析)
纯数学
数学物理
物理
几何学
量子力学
遍历理论
数据库
计算机科学
非线性系统
特征向量
复合材料
材料科学
作者
Joris De Moor,Florian Dorsch,Hermann Schulz‐Baldes
摘要
A sequence of invertible matrices given by a small random perturbation around a fixed diagonal partially hyperbolic matrix induces a random dynamics on the Grassmann manifolds. Under suitable weak conditions, it is known to have a unique invariant (Furstenberg) measure. The main result gives concentration bounds on this measure, showing that with high probability, the random dynamics stays in the vicinity of stable fixed points of the unperturbed matrix, in a regime where the strength of the random perturbation dominates the local hyperbolicity of the diagonal matrix. As an application, bounds on sums of Lyapunov exponents are obtained.
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