Furstenberg-Kesten theorem


Consider μ a probability measureMathworldPlanetmath, and f:MM a measure preserving dynamical systemMathworldPlanetmathPlanetmath. Consider A:MGL(d,𝐑), a measurable transformation, where GL(d,R) is the space of invertiblePlanetmathPlanetmath square matricesMathworldPlanetmath of size d. Consider the multiplicative cocycle (ϕn(x))n defined by the transformation A.

If log+||A|| is integrable, where log+||A||=max{log||A||,0}, then:

λmax(x)=limn1nlog||ϕn(x)||

exists almost everywhere, and λmax+ is integrable and

λmax𝑑μ=limn1nlog||ϕn||dμ=infn1nlog||ϕn||dμ

If log+||A-1|| is integrable, then:

λmin(x)=limn-1nlog||ϕ-n(x)||

exists almost everywhere, and λmin+ is integrable and

λmin𝑑μ=limn-1nlog||ϕ-n||dμ=supn-1nlog||ϕ-n||dμ

Furthermore, both λmin and λmax are invariant for the tranformation f, that is, λminf(x)=λmin(x) and λmaxf(x)=λmax(x), for μ almost everywhere.

This theorem is a direct consequence of Kingman’s subadditive ergodic theorem, by observing that both

log||ϕn(x)||

and

log||ϕ-n(x)||

are subadditive sequences.

The results in this theorem are strongly improved by Oseledet’s multiplicative ergodic theorem, or Oseledet’s decomposition.

Title Furstenberg-Kesten theorem
Canonical name FurstenbergKestenTheorem
Date of creation 2014-03-19 22:14:18
Last modified on 2014-03-19 22:14:18
Owner Filipe (28191)
Last modified by Filipe (28191)
Numerical id 3
Author Filipe (28191)
Entry type Theorem
Related topic Oseledet’s decomposition
Related topic multiplicative cocycle