The distribution of Lyapunov exponents: Exact results for random matrices
From MaRDI portal
Publication:1076396
DOI10.1007/BF01464284zbMATH Open0593.58051MaRDI QIDQ1076396FDOQ1076396
Authors: Charles M. Newman
Publication date: 1986
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Recommendations
Invariance and symmetry properties for PDEs on manifolds (58J70) General theory of stochastic processes (60G07)
Cites Work
- A proof of Oseledec's multiplicative ergodic theorem
- Sur le spectre des opérateurs aux différences finies aléatoires
- Title not available (Why is that?)
- Random Matrices in Physics
- Isotropic stochastic flows
- Title not available (Why is that?)
- Spectral properties of disordered systems in the one-body approximation
- The stability of large random matrices and their products
- The strong limits of random matrix spectra for sample matrices of independent elements
- Title not available (Why is that?)
- Large volume limit of the distribution of characteristic exponents in turbulence
- Brownian Motions of Ellipsoids
- Brownian motions on the homeomorphisms of the plane
- Geometric evolution under isotropic stochastic flow
Cited In (44)
- Spiking the random matrix hard edge
- Characteristic polynomials of products of non-Hermitian Wigner matrices: finite-\(N\) results and Lyapunov universality
- Title not available (Why is that?)
- Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution
- The triangle law for Lyapunov exponents of large random matrices
- Lyapunov exponents for truncated unitary and Ginibre matrices
- Synchronization in networks with random interactions: Theory and applications
- Liapunov spectra for infinite chains of nonlinear oscillators.
- The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\)
- The largest Lyapunov exponent for random matrices and directed polymers in a random environment
- Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices
- Generalized Lyapunov exponents in high-dimensional chaotic dynamics and products of large random matrices
- Lyapunov exponents of large, sparse random matrices and the problem of directed polymers with complex random weights
- Wigner–Smith matrix, exponential functional of the matrix Brownian motion and matrix Dufresne identity
- Time-inhomogeneous random Markov chains
- Random polymers on the complete graph
- Statistical properties of the T-exponential of isotropically distributed random matrices
- Asymptotic Lyapunov exponents for large random matrices
- Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences
- Gaussian fluctuations for products of random matrices
- Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\)
- Fluctuations of Lyapunov vectors in large volume limit and the information-flow configuration in space-time dynamics
- CLT with explicit variance for products of random singular matrices related to Hill's equation
- Econometric analysis of volatility component models
- Title not available (Why is that?)
- Products of many large random matrices and gradients in deep neural networks
- Asymptotics of finite system Lyapunov exponents for some random matrix ensembles
- A central limit theorem with explicit Lyapunov exponent and variance for products of \(2\times 2\) random non-invertible matrices
- Lyapunov exponent, universality and phase transition for products of random matrices
- Non-asymptotic results for singular values of Gaussian matrix products
- Kolmogorov-Sinai entropy and Lyapunov spectrum of a one-dimensional \(\Phi^ 4\)-lattice model
- Incomplete localization for disordered chiral strips
- On the largest Lyapunov exponent for products of Gaussian matrices
- Return probability and scaling exponents in the critical random matrix ensemble
- Infinite products of random isotropically distributed matrices
- Lyapunov exponents for products of complex Gaussian random matrices
- Phase transitions for infinite products of large non-Hermitian random matrices
- Weak disorder expansion of Liapunov exponents in a degenerate case.
- Lyapunov exponents of free operators
- On diffusion equations for dynamical systems driven by noise
- Scaling law and asymptotic distribution of Lyapunov exponents in conservative dynamical systems with many degrees of freedom
- Fluctuations of the product of random matrices and generalized Lyapunov exponent
- Lyapunov exponents for some isotropic random matrix ensembles
- May-Wigner transition in large random dynamical systems
This page was built for publication: The distribution of Lyapunov exponents: Exact results for random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1076396)