A Central Limit Theorem with Explicit Lyapunov Exponent and Variance for Products of 2 × 2 Random Non-invertible Matrices
Abstract
The theory of products of random matrices and Lyapunov exponents have been widely studied and applied in the fields of biology, dynamical systems, economics, engineering and statistical physics. We consider the product of an i.i.d. sequence of
- Publication:
-
Journal of Statistical Physics
- Pub Date:
- October 2024
- DOI:
- 10.1007/s10955-024-03335-3
- arXiv:
- arXiv:2406.10364
- Bibcode:
- 2024JSP...191..120B
- Keywords:
-
- Products of random matrices;
- Lyapunov exponent;
- Central limit theorem;
- CLT;
- m-Dependent sequences;
- Non-invertible matrices;
- Singular matrices;
- Primary 37H15;
- 60F05;
- Secondary 60B20;
- 60G10;
- 34F05;
- Mathematics - Probability;
- Mathematical Physics
- E-Print:
- 11 pages