A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes
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Publication:281135
Abstract: We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix . Focusing on the eigenvalues of of a particular size we obtain a limit to a SDE in a critical scaling. Previous results required 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.
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- scientific article; zbMATH DE number 3951681
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Cited In (6)
- Random Schrödinger operators on long boxes, noise explosion and the GOE
- 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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