The central limit theorem for eigenvalues

DOI10.1090/PROC/15226MaRDI QIDQ5145538zbMATH OpenOpenAlexFDO

Authors Richard Aoun

Publication date 20 January 2021

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.09202

zbMATH Keywords

central limit theoremLyapunov exponentsrandom matrix productsstationary measures

Mathematics Subject Classification ID

Probabilistic methods in group theory (20P05) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order two moment assumption.

Recommendations

• Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
• Law of large numbers for the spectral radius of random matrix products
• The spectral radius of large random matrices
• Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
• Quenched central limit theorem for random walks with a spectral gap

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Cited in

(6)

• Asymptotic behaviour under iterated random linear transformations
• Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
• Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\)
• Law of large numbers for the spectral radius of random matrix products
• Central limit theorem and geodesic tracking on hyperbolic spaces and Teichmüller spaces
• Quenched central limit theorem for random walks with a spectral gap

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