CLT with explicit variance for products of random singular matrices related to Hill's equation

DOI10.1142/S2010326322500186MaRDI QIDQ5863547zbMATH OpenOpenAlexFDO

Authors Phanuel Mariano, Hugo Panzo

Publication date 1 June 2022

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.02173

zbMATH Keywords

central limit theoremLyapunov exponentHill's equationproducts of random matrices\(m\)-dependent sequences

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Abstract: We prove a central limit theorem (CLT) for the product of a class of random singular matrices related to a random Hill's equation studied by Adams$unicodex2013$Bloch$unicodex2013$Lagarias. The CLT features an explicit formula for the variance in terms of the distribution of the matrix entries and this allows for exact calculation in some examples. Our proof relies on a novel connection to the theory of $m$-dependent sequences which also leads to an interesting and precise nondegeneracy condition.

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Cited in

(1)

• A central limit theorem with explicit Lyapunov exponent and variance for products of \(2\times 2\) random non-invertible matrices

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