Year: 2021
Type: preprint
Abstract: We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y. Benoist and J.F. Quint in the iid setting.
Source: arXiv (Cornell University)
Authors: Furman, Alex, Kozma, Robert Thijs
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3173773277
