The central limit theorem for eigenvalues
Probability
2020-06-17 v4
Abstract
We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order two moment assumption.
Cite
@article{arxiv.1902.09202,
title = {The central limit theorem for eigenvalues},
author = {Richard Aoun},
journal= {arXiv preprint arXiv:1902.09202},
year = {2020}
}
Comments
Final Version. Accepted for publication at Proceedings Of The American Mathematical Society