Lyapunov exponents for truncated unitary and Ginibre matrices (Q6100166)

The authors show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced ``picket-fence'' statistics. More precisely, they consider products of the form \(X_T^{(n)} \ldots X_1^{(n)}\), where \(X_{1}^{(n)} , X_2^{(n)},\ldots\) are independent random \(n\times n\)-matrices. Each \(X_i^{(n)}\) has the same distribution as \(\sqrt L_i^{(n)}\) times an \(n\times n\)-submatrix of an \(L_i^{(n)}\times L_{i}^{(n)}\) Haar unitary matrix. Under suitable assumptions on \(L_i^{(n)}\), the authors show that the Lyapunov exponents of the products \(X_T^{(n)} \ldots X_1^{(n)}\) exist in the \(T\to\infty\) limit, and converge to equally spaced values in the large \(n\) limit. The authors discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on \(\text{GL}_n(\mathbb C)\). The proof is based on contour integral formulas for products of classical matrix ensembles from integrable probability.