Infinite products of random isotropically distributed matrices

DOI10.1007/S10955-016-1675-9zbMATH Open1366.15032arXiv1607.03616OpenAlexW3099765497MaRDI QIDQ2396566FDOQ2396566

Authors: A. S. Il'yn, V. A. Sirota, K. P. Zybin 

Publication date: 8 June 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to calculate easily the Lyapunov spectrum and generalized Lyapunov exponents is developed. This problem is of interest to probability theory, statistical characteristics of matrix T-exponentials are also needed for turbulent transport problems, dynamical chaos and other parts of statistical physics.

Full work available at URL: https://arxiv.org/abs/1607.03616

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zbMATH Keywords

Lyapunov exponentsrandom matricesturbulencefunctional integralstochastic equationsT-exponentialdynamical chaosQFT

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (4)

• Infinite products of large random matrices and matrix-valued diffusion
• Products of random matrices in statistical physics
• An infinite transfer matrix approach to the product of random 2 × 2 positive matrices
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices

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