A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes

DOI10.1007/S00220-016-2600-4zbMATH Open1338.60075arXiv1411.1040OpenAlexW1771454000WikidataQ59465494 ScholiaQ59465494MaRDI QIDQ281135FDOQ281135

Christian Sadel, Balint Virag

Publication date: 10 May 2016

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix $T_0$. Focusing on the eigenvalues of $T_0$ of a particular size we obtain a limit to a SDE in a critical scaling. Previous results required $T_0$ to be a (conjugated) unitary matrix so it could not have eigenvalues of different modulus. From the result we can also obtain a limit SDE for the Markov process given by the action of the random products on the flag manifold. Applying the result to random Schr"odinger operators we can improve some result by Valko and Virag showing GOE statistics for the rescaled eigenvalue process of a sequence of Anderson models on long boxes. In particular we solve a problem posed in their work.

Full work available at URL: https://arxiv.org/abs/1411.1040

zbMATH Keywords

central limit theoremstochastic differential equationrandom matricesAnderson modelGOE statistics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (5)

• Random perturbations of hyperbolic dynamics
• Absolutely continuous spectrum for Schrödinger operators with random decaying matrix potentials on the strip
• GOE statistics for Anderson models on antitrees and thin boxes in \(\mathbb{Z}^3\) with deformed Laplacian
• Random Möbius dynamics on the unit disc and perturbation theory for Lyapunov exponents
• Partially hyperbolic random dynamics on Grassmannians

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