The triangle law for Lyapunov exponents of large random matrices (Q1189203): Difference between revisions

For i.i.d. \(n\times n\) matrices as \(n\) approaches infinity where the distribution of entries has mean 1 and variance \(1/n\), bounded density, and a finite fourth moment, it is proved that the distribution of exponentials of the Lyapunov exponents (which are singular values of products of random matrices) approaches a triangle law distribution and the distribution of the Lyapunov exponents approaches an exponential distribution.