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arXiv · 2411.12003

Central Limit Theorem for non-stationary random products of $\SL(2, \R)$ matrices

Anton Gorodetski·Victor Kleptsyn·Grigorii Monakov
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Abstract

We prove Central Limit Theorem for non-stationary random products of $SL(2, \mathbb{R})$ matrices, generalizing the classical results by Le Page and Tutubalin that were obtained in the case of iid random matrix products.

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Anton Gorodetski, Victor Kleptsyn, Grigorii Monakov. 2024-11-18. Central Limit Theorem for non-stationary random products of $\SL(2, \R)$ matrices. https://arxiv.org/abs/2411.12003

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