CLT with explicit variance for products of random singular matrices related to Hill’s equation

نویسندگان

چکیده

We prove a central limit theorem (CLT) for the product of class random singular matrices related to Hill’s equation studied by Adams–Bloch–Lagarias. The CLT features an explicit formula variance in terms distribution matrix entries and this allows exact calculation some examples. Our proof relies on novel connection theory [Formula: see text]-dependent sequences which also leads interesting precise nondegeneracy condition.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A CLT for Information-theoretic statistics of Gram random matrices with a given variance profile

Consider a N × n random matrix Yn = (Y n ij ) where the entries are given by Y n ij = σij(n) √ n X ij , the X ij being centered, independent and identically distributed random variables with unit variance and (σij(n); 1 ≤ i ≤ N, 1 ≤ j ≤ n) being an array of numbers we shall refer to as a variance profile. We study in this article the fluctuations of the random variable log det (YnY ∗ n + ρIN ) ...

متن کامل

Singular value correlation functions for products of Wishart random matrices

We consider the product ofM quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary Ensemble with M = 1. In this paper we first compute the joint probability distribution for the singular values of the product matrix when the matrix sizeN and t...

متن کامل

Explicit multiple singular periodic solutions and singular soliton solutions to KdV equation

 Based on some stationary periodic solutions and stationary soliton solutions, one studies the general solution for the relative lax system, and a number of exact solutions to the Korteweg-de Vries (KdV) equation are first constructed by the known Darboux transformation, these solutions include double and triple singular periodic solutions as well as singular soliton solutions whose amplitude d...

متن کامل

More about measures and Jacobians of singular random matrices

In this work are studied the Jacobians of certain singular transformations and the corresponding measures which support the jacobian computations.

متن کامل

CLT for spectra of submatrices of Wigner random matrices

Citation Borodin, Alexei. "CLT for spectra of submatrices of Wigner random matrices. The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. Abstract. We prove a CLT for spectra of submatrices of real symmetric and Her-mitian Wigner matrices. We show that if in the standard normalization the fourth moment of the off-digonal entries ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Random matrices : theory and applications

سال: 2021

ISSN: ['2010-3263', '2010-3271']

DOI: https://doi.org/10.1142/s2010326322500186