The extremal position of a branching random walk on the general linear group

Abstract

Consider a branching random walk (Gu)u∈ T on the general linear group GL(V) of a finite dimensional space V, where T is the associated genealogical tree with nodes u. For any starting point v ∈ V \0\ with \|v\|=1 and x = R v ∈ P(V), let Mxn=|u| = n \| Gu v \| denote the maximal position of the walk \| Gu v \| in the generation n. We first show that under suitable conditions, n ∞ Mnx n = γ almost surely, where γ ∈ R is a constant. Then, in the case when γ = 0, under appropriate boundary conditions, we refine the last statement by determining the rate of convergence at which Mnx converges to -∞. We prove in particular that n ∞ Mnx n = -32α in probability, where α >0 is a constant determined by the boundary conditions. Analogous properties are established for the minimal position. As a consequence we derive the asymptotic speed of the maximal and minimal positions for the coefficients, the operator norm and the spectral radius of Gu.

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