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5 votes
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Quasicompactness of transfer operators associated to IID matrix products

Let $P^1$ denote one-dimensional real projective space, and for each $A \in GL(2,\mathbb{R})$ let $\overline{A}$ denote the homeomorphism of $P^1$ induced by $A$. I am currently reading a paper which ...
Ian Morris's user avatar
  • 6,206
2 votes
1 answer
180 views

Random sequence with positive Lyapunov exponent?

Consider the following self-adjoint matrix $A_X = \begin{pmatrix} 0 & -i \\ i & X \end{pmatrix},$ where $i$ is the imaginary unit and $X$ is a uniformly distributed random variable on some ...
Kung Yao's user avatar
  • 192
1 vote
1 answer
257 views

Using gradient descent in probability case

Suppose we have i.i.d. samples $x_i\sim N(0,\Sigma)$ and $y_i\sim x_i^T\omega^*+\xi_i,\xi_i\sim N(0,1)$ where $\omega^*$ is the fixed point of: $$\omega_{i+1} = \omega_i − \eta\nabla_\omega f(\omega_i,...
Holden Lyu's user avatar