Gaussian fluctuations of products of random matrices distributed close to the identity
Drabkin M, Schulz-Baldes H (2015)
Publication Type: Journal article, Original article
Publication year: 2015
Journal
Publisher: Taylor & Francis: STM, Behavioural Science and Public Health Titles / Taylor & Francis
Book Volume: 21
Pages Range: 467-485
Journal Issue: 6
DOI: 10.1080/10236198.2015.1024672
Abstract
Products of random 2 × 2 matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighbourhood of order 
of the identity matrix. The Lyapunov exponent and the variance of the Gaussian fluctuations are calculated perturbatively in 
and this requires a detailed analysis of the associated random dynamical system on the unit circle and its invariant measure. The result applies to anomalies and band edges of one-dimensional random Schrödinger operators.
Authors with CRIS profile
Maxim Drabkin
Professur für Mathematik (Mathematische Physik)
Hermann Schulz-Baldes
Professur für Mathematik (Mathematische Physik)
How to cite
APA:
Drabkin, M., & Schulz-Baldes, H. (2015). Gaussian fluctuations of products of random matrices distributed close to the identity. Journal of Difference Equations and Applications, 21(6), 467-485. https://doi.org/10.1080/10236198.2015.1024672
MLA:
Drabkin, Maxim, and Hermann Schulz-Baldes. "Gaussian fluctuations of products of random matrices distributed close to the identity." Journal of Difference Equations and Applications 21.6 (2015): 467-485.
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