Ergodic behavior of products of random positive operators (2312.12088v2)

Abstract: This article is devoted to the study of products of random operators of the form $M_{0,n}=M_0\cdots M_{n-1}$, where $(M_{n}){n\in\mathbb{N}}$ is an ergodic sequence of positive operators on the space of signed measures on a space $\mathbb{X}$. Under suitable conditions, in particular, a Doeblin-type minoration suited for non conservative operators, we obtain asymptotic results of the form [ \mu M{0,n} \simeq \mu(\tilde{h}) r_n \pi_n,] where $\tilde{h}$ is a random bounded function, $(r_n){n\geq 0}$ is a random non negative sequence and $\pi_n$ is a random probability measure on $\mathbb{X}$. Moreover, $\tilde{h}$, $(r_n)$ and $\pi_n$ do not depend on the choice of the measure $\mu$. We prove additionally that $n^{-1} \log (r_n)$ converges almost surely to the Lyapunov exponent $\lambda$ of the process $(M{0,n})_{n\geq 0}$ and that the sequence of random probability measures $(\pi_n)$ converges weakly towards a random probability measure. These results are analogous to previous estimates from Hennion in the case of $d\times d$ matrices, that were obtained with different techniques, based on a projective contraction in Hilbert distance. In the case where the sequence $(M_n)$ is i.i.d, we additionally exhibit an expression of the Lyapunov exponent $\lambda$ as an integral with respect to the weak limit of the sequence of random probability measures $(\pi_n)$ and exhibit an oscillation behavior of $r_n$ when $\lambda=0$. We provide a detailed comparison of our assumptions with the ones of Hennion and present some example of applications of our results, in particular in the field of population dynamics.