The triangle law for Lyapunov exponents of large random matrices
From MaRDI portal
Publication:1189203
DOI10.1007/BF02099267zbMath0759.15019MaRDI QIDQ1189203
Marco Isopi, Charles M. Newman
Publication date: 26 September 1992
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Related Items (11)
Gaussian fluctuations for products of random matrices ⋮ Products of many large random matrices and gradients in deep neural networks ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ Lyapunov exponents for truncated unitary and Ginibre matrices ⋮ The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\) ⋮ Asymptotic Lyapunov exponents for large random matrices ⋮ Synchronization in networks with random interactions: Theory and applications ⋮ Lyapunov exponents of free operators ⋮ Non-asymptotic results for singular values of Gaussian matrix products ⋮ On the norm and eigenvalue distribution of large random matrices ⋮ Counting the exponents of single transfer matrices
Cites Work
- Unnamed Item
- A proof of Oseledec's multiplicative ergodic theorem
- Random matrix products and measures on projective spaces
- The stability of large random matrices and their products
- The distribution of Lyapunov exponents: Exact results for random matrices
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- Limiting spectral distribution for a class of random matrices
- Frontière de furstenberg, propriétés de contraction et théorèmes de convergence
- Cube Slicing in R n
- Estimation of the Maximum of a Convolution of Bounded Densities
- On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix
- Slicing the Cube in R n and Probability (Bounds for the Measure of a Central Cube Slice in R n by Probability Methods)
- Random Matrices in Physics
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Noncommuting Random Products
This page was built for publication: The triangle law for Lyapunov exponents of large random matrices