On the largest Lyapunov exponent for products of Gaussian matrices (Q478421): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1306.6576 / rank | |||
Normal rank | |||
Revision as of 15:11, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the largest Lyapunov exponent for products of Gaussian matrices |
scientific article |
Statements
On the largest Lyapunov exponent for products of Gaussian matrices (English)
0 references
3 December 2014
0 references
The paper provides a new integral formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternion-valued cases. This formula is applied to derive asymptotic expressions for the largest Lyapunov exponent when the size of the matrix is large and to compare the Lyapunov exponents in models with a spike and no spikes.
0 references
Lyapunov exponent
0 references
random matrix products
0 references
spiked models
0 references
universality
0 references
Gaussian matrices
0 references
