Gaussian fluctuations of products of random matrices distributed close to the identity

DOI10.1080/10236198.2015.1024672zbMATH Open1320.60021arXiv1502.07845OpenAlexW2167631008MaRDI QIDQ5256296FDOQ5256296

Authors: Maxim Drabkin, Hermann Schulz-Baldes 

Publication date: 22 June 2015

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Abstract: Products of random $2imes2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $lambda>0$ of the identity matrix. The Lyapunov exponent and the variance of the Gaussian fluctuations are calculated perturbatively in $lambda$ and this requires a detailed analysis of the associated random dynamical system on the unit circle and its invariant measure. The result applies to anomalies and band edges of one-dimensional random Schr"odinger operators.

Full work available at URL: https://arxiv.org/abs/1502.07845

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• scientific article; zbMATH DE number 3936077
• Publication:4890458

zbMATH Keywords

perturbation theoryLyapunov exponentproducts of random matricesvariances

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

• Scaling diagram for the localization length at a band edge
• Some harmonic analysis questions suggested by Anderson-Bernoulli models. Appendix by T.H.Wolff
• Rigorous scaling law for the heat current in disordered harmonic chain
• Anomalies in the one-dimensional Anderson model at weak disorder
• Perturbative test of single parameter scaling for 1D random media
• Weak disorder expansion of the invariant measure for the one-dimensional Anderson model.
• Transport in the random Kronig-Penney model

Cited In (6)

• Gaussian fluctuations for products of random matrices
• CLT with explicit variance for products of random singular matrices related to Hill's equation
• Random Möbius dynamics on the unit disc and perturbation theory for Lyapunov exponents
• Fluctuations of random matrix products and 1D Dirac equation with random mass
• Fluctuations for matrix-valued Gaussian processes
• Fluctuations of the product of random matrices and generalized Lyapunov exponent

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