Central Limit Theorem for Cocycles over Hyperbolic Systems
Probability
2021-06-30 v1 Group Theory
Abstract
We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y. Benoist and J.F. Quint in the iid setting.
Keywords
Cite
@article{arxiv.2106.15564,
title = {Central Limit Theorem for Cocycles over Hyperbolic Systems},
author = {Alex Furman and Robert Thijs Kozma},
journal= {arXiv preprint arXiv:2106.15564},
year = {2021}
}
Comments
31 pages, 2 figures