CLT with explicit variance for products of random singular matrices related to Hill's equation
Probability
2021-06-01 v2
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 AdamsBlochLagarias. 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 -dependent sequences which also leads to an interesting and precise nondegeneracy condition.
Keywords
Cite
@article{arxiv.2012.02173,
title = {CLT with explicit variance for products of random singular matrices related to Hill's equation},
author = {Phanuel Mariano and Hugo Panzo},
journal= {arXiv preprint arXiv:2012.02173},
year = {2021}
}
Comments
22 pages, to appear in Random Matrices: Theory and Applications