Gaussian fluctuations of products of random matrices distributed close to the identity

Abstract

Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda >0$ of the identity matrix. The Lyapunov exponent and the variance of the Gaussian fluctuations are calculated perturbatively in $\lambda$ 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.

to appear in Journal of Difference Equations and Applications

References in corpus (1)

• Transport in the random Kronig-Penney model