On the largest Lyapunov exponent for products of Gaussian matrices (Q478421): Difference between revisions
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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. | |||
| Property / review text: 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. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Andreas Arvanitoyeorgos / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 15B52 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 37D25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6376592 / rank | |||
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| Property / zbMATH Keywords | |||
Lyapunov exponent | |||
| Property / zbMATH Keywords: Lyapunov exponent / rank | |||
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| Property / zbMATH Keywords | |||
random matrix products | |||
| Property / zbMATH Keywords: random matrix products / rank | |||
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| Property / zbMATH Keywords | |||
spiked models | |||
| Property / zbMATH Keywords: spiked models / rank | |||
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| Property / zbMATH Keywords | |||
universality | |||
| Property / zbMATH Keywords: universality / rank | |||
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| Property / zbMATH Keywords | |||
Gaussian matrices | |||
| Property / zbMATH Keywords: Gaussian matrices / rank | |||
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Revision as of 18:35, 30 June 2023
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)
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3 December 2014
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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.
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Lyapunov exponent
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random matrix products
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spiked models
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universality
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Gaussian matrices
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