Central Limit Theorem for Cocycles over Hyperbolic Systems

Published 29 Jun 2021 in math.PR and math.GR | (2106.15564v1)

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.

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