Ergodic behavior of products of random positive operators
Résumé
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 $(M_{n})_{n\geq 0}$ is an ergodic sequence of positive operators acting on the space of signed measures on some set $\XX$. Under suitable conditions, in particular, a Doeblin-type minoration suited for non conservative operators, we obtain asymptotic results of the form
\[ \mu M_{0,n} \simeq \mu({h}) r_n \pi_n,\]
for any positive measure $\mu$, 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 sequence of probability measures on $\XX$. 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 $r_n$ and $\Vert \mu M_{0,n} \Vert$ when $\lambda=0$.
We provide a detailed comparison of our assumptions with the ones of Hennion and present an example of application of our results to the modelling of an age structured population.
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