scientific article; zbMATH DE number 3936077

zbMATH Open0584.60018MaRDI QIDQ3707014FDOQ3707014

Authors Charles M. Newman 

Publication date 1986

zbMATH Keywords

asymptotic distributionempirical distributionLyapunov exponentsproducts of random matrices

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Measure-theoretic ergodic theory (28D99) Stochastic processes (60G99)

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Cited In (36)

• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• 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
• Lyapunov exponents for products of random matrices
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices
• The largest Lyapunov exponent for random matrices and directed polymers in a random environment
• Title not available (Why is no real title available?)
• Gaussian fluctuations of products of random matrices distributed close to the identity
• Généricité d'exposants de Lyapunov non-nuls pour des produits déterministes de matrices. (Genericity of non-zero Lyapunov exponents for deterministic products of matrices)
• Asymptotic Lyapunov exponents for large random matrices
• Universal distribution of Lyapunov exponents for products of Ginibre matrices
• Gaussian fluctuations for products of random matrices
• Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\)
• Title not available (Why is no real title available?)
• Explicit invariant measures for products of random matrices
• Computable examples of the maximal Lyapunov exponent
• Power law scaling of the top Lyapunov exponent of a product of random matrices
• Lyapunov exponents for products of matrices and multifractal analysis. II: General matrices
• 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
• On the largest Lyapunov exponent for products of Gaussian matrices
• Upper bound on the regularity of the Lyapunov exponent for random products of matrices
• Lyapunov exponents for products of rectangular real, complex and quaternionic Ginibre matrices
• Title not available (Why is no real title available?)
• Lyapunov exponents for products of complex Gaussian random matrices
• Lyapunov exponents of free operators
• The distribution of Lyapunov exponents: Exact results for random matrices
• Rigorous bounds and the replica method for products of random matrices
• Effective estimates of Lyapunov exponents for random products of positive matrices
• Products of \(2\times 2\) random matrices
• Lyapunov exponents for some isotropic random matrix ensembles

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