Products of random matrices from polynomial ensembles

DOI10.1214/17-AIHP877zbMath1415.60010arXiv1601.03724OpenAlexW2235002135MaRDI QIDQ1731141

Mario Kieburg, Holger Kösters

Publication date: 20 March 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.03724

zbMATH Keywords

Lyapunov exponentsinfinite divisibilityproducts of independent random matricesmultiplicative convolutionspherical transformeigenvalue distributionsstability exponentspolynomial ensemblessingular value distributions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Random matrices (algebraic aspects) (15B52) Harmonic analysis and spherical functions (43A90) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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