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

RANDOM MATRICES-THEORY AND APPLICATIONS(2022)

引用 0|浏览2
暂无评分
摘要
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-Bloch-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.
更多
查看译文
关键词
Lyapunov exponent, products of random matrices, central limit theorem, Hill's equation, m-dependent sequences
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要