Central Limit Theorem for non-stationary random products of \SL(2,R) matrices
Anton GorodetskiVictor KleptsynGrigorii Monakov
所有作者
Anton GorodetskiVictor KleptsynGrigorii Monakov
文献摘要
We prove Central Limit Theorem for non-stationary random products of SL(2,R) matrices, generalizing the classical results by Le Page and Tutubalin that were obtained in the case of iid random matrix products.