The central limit theorem for eigenvalues
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American Mathematical Society
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 linear reductive group) satisfies a central limit theorem under an order two moment assumption. © 2020 American Mathematical Society
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Keywords
Central limit theorem, Lyapunov exponents, Random matrix products, Stationary measures