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

DOI10.1080/10236198.2015.1024672MaRDI QIDQ5256296zbMATH OpenOpenAlexFDO

Authors Maxim Drabkin, Hermann Schulz-Baldes

Publication date 22 June 2015

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

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

zbMATH Keywords

perturbation theoryLyapunov exponentproducts of random matricesvariances

Mathematics Subject Classification ID

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

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.

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Cites work

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

(6)

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

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