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

DOI10.1142/S2010326322500186zbMath1498.37088arXiv2012.02173OpenAlexW3184521607MaRDI QIDQ5863547

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

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

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