The central limit theorem for eigenvalues

Richard Aoun

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arXiv · 1902.09202

The central limit theorem for eigenvalues

Richard Aoun

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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.

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Richard Aoun. 2019-02-25. The central limit theorem for eigenvalues. https://arxiv.org/abs/1902.09202

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