Hölder regularity of the top Lyapunov exponent for random matrix products with low-dimensional equator

Abstract

We investigate the regularity of Lyapunov exponents for products of random invertible matrices of arbitrary dimension $d\ge 2$. We prove that the top Lyapunov exponent is pointwise Hölder continuous with respect to the Wasserstein-Hausdorff distance in the space of probability measures with compact support, in the case where this exponent is simple and the equator has dimension equal to or less than one.

arXiv comment37 pages, 2 figures