Explicit invariant measures for products of random matrices

DOI10.1090/S0002-9947-08-04316-XzbMath1153.15028arXivmath-ph/0507069MaRDI QIDQ3508024

Yves Tourigny, Lech Wołowski, Jens Marklof

Publication date: 27 June 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0507069

zbMATH Keywords

continued fractionproducts of random matrices

Mathematics Subject Classification ID

Continued fractions and generalizations (11J70) Random matrices (algebraic aspects) (15B52)

Related Items (17)

Lyapunov exponents for products of complex Gaussian random matrices ⋮ Random Lie group actions on compact manifolds: a perturbative analysis ⋮ Change of measure technique in characterizations of the gamma and Kummer distributions ⋮ Lyapunov exponent, universality and phase transition for products of random matrices ⋮ Independence properties of the Matsumoto-Yor type ⋮ Lyapunov exponents for the random product of two shears ⋮ The Lyapunov exponent of products of random \(2\times 2\) matrices close to the identity ⋮ Random continued fractions with beta-hypergeometric distribution ⋮ Stationary measures for projective transformations: the Blackwell and Furstenberg measures ⋮ On the stability of planar randomly switched systems ⋮ On the largest Lyapunov exponent for products of Gaussian matrices ⋮ Maximal Lyapunov exponents for random matrix products ⋮ Excursions of diffusion processes and continued fractions ⋮ Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences ⋮ Padé approximants of random Stieltjes series ⋮ Products of random matrices and generalised quantum point scatterers ⋮ CLT with explicit variance for products of random singular matrices related to Hill’s equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Sur le spectre des opérateurs aux différences finies aléatoires
• Anderson localization for Bernoulli and other singular potentials
• Random continued fractions and inverse Gaussian distribution on a symmetric cone
• A random continued fraction in \(\mathbb{R}^{d+1}\) with an inverse Gaussian distribution
• The dynamics of Padé approximation
• A characterization of the generalized inverse Gaussian distribution by continued fractions
• Iterated Random Functions
• Products of Random Matrices
• Noncommuting Random Products
• The Dynamics of a Disordered Linear Chain

This page was built for publication: Explicit invariant measures for products of random matrices