CLT with explicit variance for products of random singular matrices related to Hill’s equation
Keyword(s):
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–Bloch–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 [Formula: see text]-dependent sequences which also leads to an interesting and precise nondegeneracy condition.
Keyword(s):
Keyword(s):
2011 ◽
Vol 48
(02)
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pp. 366-388
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Keyword(s):
2009 ◽
Vol 30
(5)
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pp. 1343-1369
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Keyword(s):
2021 ◽
Vol 36
(2)
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pp. 243-255