Singular behavior of the leading Lyapunov exponent of a product of random 2 2 matrices

DOI10.1007/S00220-017-2855-4MaRDI QIDQ521977zbMATH OpenOpenAlexFDO

Authors Giuseppe Genovese, Giambattista Giacomin, Rafael L. Greenblatt

Publication date 12 April 2017

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.03633

zbMATH Keywords

disordered modelsLyapunov exponentrandom \({2 \times 2}\) matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We consider a certain infinite product of random $2imes2$ matrices appearing in the solution of some $1$ and $1+1$ dimensional disordered models in statistical mechanics, which depends on a parameter $varepsilon>0$ and on a real random variable with distribution $mu$. For a large class of $mu$, we prove the prediction by B. Derrida and H. J. Hilhorst (J. Phys. A 16:2641, 1983) that the Lyapunov exponent behaves like $Cvarepsilo{n}^{2alpha}$ in the limit $varepsilonsearrow0$, where $alphain(0,1)$ and $C>0$ are determined by $mu$. Derrida and Hilhorst performed a two-scale analysis of the integral equation for the invariant distribution of the Markov chain associated to the matrix product and obtained a probability measure that is expected to be close to the invariant one for small $varepsilon$. We introduce suitable norms and exploit contractivity properties to show that such a probability measure is indeed close to the invariant one in a sense which implies a suitable control of the Lyapunov exponent.

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Cited in

(13)

• The Lyapunov exponent of products of random 2 2 matrices close to the identity
• Large deviations for products of random two dimensional matrices
• Continuum limit of random matrix products in statistical mechanics of disordered systems
• Regular expansion for the characteristic exponent of a product of \(2 \times 2\) random matrices
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• The random field Ising chain domain-wall structure in the large interaction limit

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