Constructing the Oseledets decomposition with subspace growth estimates
George Lee

TL;DR
This paper simplifies the construction of the Oseledets decomposition for random linear dynamical systems on Banach spaces by using measurable growth estimates and a modified Kingman's ergodic theorem.
Contribution
It introduces a streamlined method for deriving the semi-invertible Oseledets decomposition using growth estimates and ergodic theory tools.
Findings
Provides a simplified proof of the semi-invertible Oseledets theorem.
Uses measurable growth estimates on subspaces for linear operators.
Employs a modified Kingman's subadditive ergodic theorem.
Abstract
The semi-invertible version of Oseledets' multiplicative ergodic theorem providing a decomposition of the underlying state space of a random linear dynamical system into fast and slow spaces is deduced for a strongly measurable cocycle on a separable Banach space. This work represents a significantly simplified means of obtaining the result, using measurable growth estimates on subspaces for linear operators combined with a modified version of Kingman's subadditive ergodic theorem.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Banach Space Theory
