English

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 Adams\unicodex2013\unicode{x2013}Bloch\unicodex2013\unicode{x2013}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 mm-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