THE CENTRAL LIMIT THEOREM FOR EIGENVALUES

被引：3

作者：

Aoun, Richard ^{[1
]}

机构：

[1] Amer Univ Beirut, Dept Math, Fac Arts & Sci, POB 11-0236 Riad El Solh, Beirut 11072020, Lebanon

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2021年 / 149卷 / 02期

关键词：

Random matrix products; Lyapunov exponents; stationary measures; central limit theorem; PRODUCTS; SUBGROUPS;

D O I：

10.1090/proc/15226

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove that the spectral radius of a strongly irreducible random walk on GL(d)(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a linear reductive group) satisfies a central limit theorem under an order two moment assumption.

引用

页码：859 / 873

页数：15

共 22 条

[1]

Aoun R., 2013, MONOGR ENSEIGN MATH, V43, P171

[2]

Aoun R., 2019, ARXIV190807469

[3] RANDOM SUBGROUPS OF LINEAR GROUPS ARE FREE [J].