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

DOI10.1080/10236198.2015.1024672zbMath1320.60021arXiv1502.07845OpenAlexW2167631008MaRDI QIDQ5256296

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

Related Items (2)

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

Cites Work

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

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