A concise proof of the Multiplicative Ergodic Theorem on Banach spaces

By C. Gonz'alez-Tokman, Anthony Quas. 2014

56 citations recorded by the source corpus.

We give a new proof of a multiplicative ergodic theorem for quasi-compact operators on Banach spaces with a separable dual. Our proof works by constructing the finite-codimensional `slow' subspaces (those where the growth rate is dominated by some $\lambda_i$), in contrast with earlier infinite-dimensional multiplicative ergodic theorems which work by constructing the finite-dimensional fast subspaces. As an important consequence for applications, we are able to get rid of the injectivity requirements that appear in earlier works.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/01209c8d10970f2994586d89bdd31e325554a3e4

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