3 papers
math.PR2019
Matrix Poincaré inequalities and concentration
Richard Aoun, Marwa Banna, Pierre Youssef
We show that any probability measure satisfying a Matrix Poincaré inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequali…
math.DS2019
Law of large numbers for the spectral radius of random matrix products
Richard Aoun, Cagri Sert
We prove that the spectral radius of an i.i.d.\ random walk on $\GL_d(\C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large num…
math.PR2019
The central limit theorem for eigenvalues
Richard Aoun
We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reducti…