Products of random matrices and generalised quantum point scatterers
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Publication:5961859
Abstract: To every product of matrices, there corresponds a one-dimensional Schr"{o}dinger equation whose potential consists of generalised point scatterers. Products of {em random} matrices are obtained by making these interactions and their positions random. We exhibit a simple one-dimensional quantum model corresponding to the most general product of matrices in . We use this correspondence to find new examples of products of random matrices for which the invariant measure can be expressed in simple analytical terms.
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Cited in
(11)- Fluctuations of the product of random matrices and generalized Lyapunov exponent
- One-dimensional disordered quantum mechanics and Sinai diffusion with random absorbers
- Supersymmetric quantum mechanics with Lévy disorder in one dimension
- The Lyapunov exponent of products of random 2 2 matrices close to the identity
- Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models
- Explicit formulae in probability and in statistical physics
- CLT with explicit variance for products of random singular matrices related to Hill's equation
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- A central limit theorem with explicit Lyapunov exponent and variance for products of \(2\times 2\) random non-invertible matrices
- Lyapunov exponents for products of complex Gaussian random matrices
- Singular behavior of the leading Lyapunov exponent of a product of random \({2 \times 2}\) matrices
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