Hölder regularity of the top Lyapunov exponent for random matrix products with low-dimensional equator

Source abstract

We investigate the regularity of Lyapunov exponents for products of random invertible matrices of arbitrary dimension $d\ge 2$. We prove that the top Lyapunov exponent is pointwise Hölder continuous with respect to the Wasserstein-Hausdorff distance in the space of probability measures with compact support, in the case where this exponent is simple and the equator has dimension equal to or less than one.