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

DOI10.1142/S2010326322500186zbMATH Open1498.37088arXiv2012.02173OpenAlexW3184521607MaRDI QIDQ5863547FDOQ5863547

Authors: Phanuel Mariano, Hugo Panzo 

Publication date: 1 June 2022

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

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.

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

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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)

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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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